Preciones y Variaciones Editado Parte 1 y 2

DIAGRAMA DE DISPERCION PFBCOLOM VS COLCAP
40,000.00
35,000.00
30,000.00
25,000.00
20,000.00
15,000.00
10,000.00
5,000.00
.00
1,250.00 1,300.00 1,350.00 1,400.00 1,450.00 1,500.00
300
PFBCOLOM
40,000.00
35,000.00
30,000.00
25,000.00
20,000.00
15,000.00
10,000.00
5,000.00
.00
0 50 100 150 200 250 300
a. Muestre y analice el grfico de dispersin de la tasa de variacin diaria del precio de la accin contra el ndice
COLCAP. Hay evidencia de una relacin entre el par de variables? Escriba sus anlisis.
RESPUESTA
SI SE MIRAN LOS GRAFICOS DE DISPERSION POR SEPARADO SE
EVIDENCIA UNA DIFERENCIA ENTRE LOS DOS, PERO DEACUERDO
AL GRAFICO DE DISPERSION CONJUNTO O COMBINADO SE PUEDE
OBSERVAR COMO AMBAS VARIABLES TIENEN UN
COMPORTAMIENTO SIMILAR, ALGUNAS PEQUEAS VARICIONES,
PERO SI LO MIRAMOS DESDE UN PUNTO EN COMUN COMO UNA
LINEA RECTA PODEMOS VER COMO LOS PUNTOS DEL GRAFICO
TIENDEN A AGRUPARCE CERCA DE LA LINEA. LO QUE NOS DICE
QUE SI HAY RELACION ENTRE ELLAS.
in contra el ndice
COLCAP
1,500.00
1,450.00
1,400.00
1,350.00
1,300.00
1,250.00
1,200.00
1,150.00
3 1 2 1 9 8 7 5 2 2 0 8 6 4 5 2 1 2 0 9 9 7 5 6 4 1 9 7 7 7 5 4 3 1 1 2 0 8 6 6 4 3
62 70 71 72 72 80 81 82 90 91 92 92 00 01 02 10 11 12 13 20 21 22 10 11 12 20 20 21 22 30 31 32 40 41 42 50 51 51 52 60 61 62
160 160 160 160 160 160 160 160 160 160 160 160 161 161 161 161 161 161 161 161 161 161 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20
PFBCOLOM
40,000.00
35,000.00
30,000.00
25,000.00
20,000.00
15,000.00
10,000.00
5,000.00
.00
3 1 2 1 9 8 7 5 2 2 0 8 6 4 5 2 1 2 0 9 9 7 5 6 4 1 9 7 7 7 5 4 3 1 1 2 0 8 6 6 4 3
62 70 71 72 72 80 81 82 90 91 92 92 00 01 02 10 11 12 13 20 21 22 10 11 12 20 20 21 22 30 31 32 40 41 42 50 51 51 52 60 61 62
160 160 160 160 160 160 160 160 160 160 160 160 161 161 161 161 161 161 161 161 161 161 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170 170
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20
b. Muestre y analice los histogramas individuales de la accin y del COLCAP.
ANALISIS 1 La distribucion de la accion PFBCOL

histograma PFBCCOLOM normal, se pude observar como los
mayor sesgo positivo a la derecha d
90
vacio el medio y vacio lado derecho
80
70 podemos concluir que el valor de la
60 mayor participacion en el ao ha si
50 con casi 80 datos que aportan mas
40
30
20
10
0
00 00 00 00 00 00 00 00 00 00
260 270 280 290 300 310 320 330 340 350
0- 1- 1- 1- 1- 1- 1- 1- 1- 1-
500 600 700 800 900 000 100 200 300 400
2 2 2 2 2 3 3 3 3 3
ANALISIS 2 La distribucion del indice COLCAP e

normal, se pude observar como de
histograma COLCAP estan agrupados a la izquierda deja
70 derecha del grafico, dejando semi v
60 derecho. Si se analiza el hisograma
50 del indice que ha tenido su mayor p
40 sido de 1341 a 1360 puntos con m
30 22,66% de la informacion.
20
10
0
0 0 0 0 0 0 0 0 0 0 0
28 30 32 34 36 38 40 42 44 46 48
0-1 1-1 1-1 1-1 1-1 1 -1 1-1 1-1 1-1 1-1 1-1
6 8 0 2 4 6 8 0 2 4 6
12 12 13 13 13 13 13 14 14 14 14
La distribucion de la accion PFBCOLOM es asimetrica y no es
normal, se pude observar como los datos estan agrupados con
mayor sesgo positivo a la derecha del grafico, dejando semi
vacio el medio y vacio lado derecho. Si analizamos el grafico
podemos concluir que el valor de la accion que ha tenido su
mayor participacion en el ao ha sido de 27001 a 28000 pesos
con casi 80 datos que aportan mas del 32% de la informacion.
La distribucion del indice COLCAP es asimetrica y tampoco es

normal, se pude observar como de igual manera los datos
estan agrupados a la izquierda dejando sesgo positivo a la
derecha del grafico, dejando semi vacio el medio y vacio lado
derecho. Si se analiza el hisograma podemos decir que el valor
del indice que ha tenido su mayor participacion en el ao ha
sido de 1341 a 1360 puntos con mas 60 datos que aportan el
22,66% de la informacion.
No Fecha COLCAP PFBCOLOM Estadisticas Descriptivas
1 20160623 1,329.58 26,200.00 Accion PFBCOLOM
2 20160624 1,317.71 25,680.00
3 20160627 1,302.39 25,300.00 Media 28257.8947
4 20160628 1,303.28 25,340.00 Error tpico 121.87716
5 20160629 1,311.52 25,620.00 Mediana 27800
6 20160630 1,313.18 25,480.00 Moda 27800
7 20160701 1,312.98 25,700.00 Desviacin estndar 1915.44992
8 20160705 1,303.46 25,400.00 Varianza de la muestra 3668948.4
9 20160706 1,310.00 25,420.00 Curtosis 0.90165052
10 20160707 1,301.76 25,380.00 Coeficiente de asimetra 1.10437134
11 20160708 1,297.64 25,320.00 Rango 8980
12 20160711 1,306.76 25,540.00 Mnimo 25300
13 20160712 1,320.30 25,780.00 Mximo 34280
14 20160713 1,325.79 25,780.00 Suma 6979700
15 20160714 1,332.85 25,860.00 Cuenta 247
16 20160715 1,339.60 26,040.00
17 20160718 1,339.00 25,980.00
18 20160719 1,337.80 25,960.00
19 20160721 1,328.61 26,000.00
20 20160722 1,332.85 26,160.00
21 20160725 1,323.41 25,860.00
22 20160726 1,315.69 25,800.00
23 20160727 1,321.65 26,120.00
24 20160728 1,317.44 26,000.00
25 20160729 1,308.22 26,300.00
26 20160801 1,306.02 26,020.00
27 20160802 1,303.35 26,080.00
28 20160803 1,304.62 26,300.00
29 20160804 1,307.59 26,360.00
30 20160805 1,309.48 26,500.00
31 20160808 1,314.34 26,500.00
32 20160809 1,323.93 26,900.00
33 20160810 1,322.33 26,960.00
34 20160811 1,327.89 27,180.00
35 20160812 1,323.66 27,180.00
36 20160816 1,342.69 27,380.00
37 20160817 1,348.89 27,320.00
38 20160818 1,348.01 27,180.00
39 20160819 1,349.79 27,720.00
40 20160822 1,349.21 28,080.00
41 20160823 1,358.62 28,180.00
42 20160824 1,369.65 28,280.00
43 20160825 1,370.82 28,360.00
44 20160826 1,373.42 28,640.00
45 20160829 1,371.99 28,560.00
46 20160830 1,373.85 28,640.00
47 20160831 1,380.18 29,100.00
48 20160901 1,379.41 29,260.00
49 20160902 1,394.38 29,880.00
50 20160905 1,397.92 29,780.00
51 20160906 1,402.83 29,760.00
52 20160907 1,417.57 30,200.00
53 20160908 1,416.16 29,940.00
54 20160909 1,397.90 29,780.00
55 20160912 1,386.73 29,700.00
56 20160913 1,367.18 29,220.00
57 20160914 1,373.22 29,020.00
58 20160915 1,373.44 29,280.00
59 20160916 1,354.63 28,200.00
60 20160919 1,354.67 28,200.00
61 20160920 1,341.36 27,720.00
62 20160921 1,341.29 27,600.00
63 20160922 1,358.03 28,000.00
64 20160923 1,351.60 27,800.00
65 20160926 1,346.67 27,680.00
66 20160927 1,333.85 27,260.00
67 20160928 1,354.98 28,320.00
68 20160929 1,345.00 28,100.00
69 20160930 1,338.83 27,940.00
70 20161003 1,330.57 27,640.00
71 20161004 1,335.10 27,800.00
72 20161005 1,341.33 27,820.00
73 20161006 1,343.44 27,640.00
74 20161007 1,348.20 28,060.00
75 20161010 1,350.33 27,800.00
76 20161011 1,358.07 28,180.00
77 20161012 1,354.61 28,040.00
78 20161013 1,354.40 28,280.00
79 20161014 1,346.07 28,100.00
80 20161018 1,355.72 28,300.00
81 20161019 1,364.02 28,460.00
82 20161020 1,361.15 28,600.00
83 20161021 1,362.97 28,660.00
84 20161024 1,359.20 28,660.00
85 20161025 1,356.98 28,440.00
86 20161026 1,357.49 28,540.00
87 20161027 1,359.70 28,500.00
88 20161028 1,360.96 28,600.00
89 20161031 1,365.53 28,540.00
90 20161101 1,370.75 29,140.00
91 20161102 1,368.45 29,060.00
92 20161103 1,356.01 29,060.00
93 20161104 1,345.66 28,520.00
94 20161108 1,354.91 28,680.00
95 20161109 1,354.68 28,380.00
96 20161110 1,319.51 27,520.00
97 20161111 1,299.03 27,140.00
98 20161115 1,297.07 26,860.00
99 20161116 1,300.09 26,900.00
100 20161117 1,305.81 26,820.00
101 20161118 1,307.44 26,820.00
102 20161121 1,312.87 26,500.00
103 20161122 1,307.21 26,120.00
104 20161123 1,308.87 26,500.00
105 20161124 1,308.94 26,400.00
106 20161125 1,295.67 26,140.00
107 20161128 1,289.97 25,900.00
108 20161129 1,271.11 25,640.00
109 20161130 1,286.07 26,000.00
110 20161201 1,297.33 26,320.00
111 20161202 1,306.56 26,600.00
112 20161205 1,314.74 26,820.00
113 20161206 1,316.82 26,860.00
114 20161207 1,314.38 26,820.00
115 20161209 1,324.80 26,980.00
116 20161212 1,323.19 27,000.00
117 20161213 1,335.46 27,300.00
118 20161214 1,325.78 26,900.00
119 20161215 1,339.89 27,800.00
120 20161216 1,341.58 27,680.00
121 20161219 1,340.08 27,240.00
122 20161220 1,345.87 27,100.00
123 20161221 1,342.25 26,980.00
124 20161222 1,340.06 27,200.00
125 20161223 1,330.31 26,940.00
126 20161226 1,341.31 27,180.00
127 20161227 1,339.06 26,920.00
128 20161228 1,353.65 27,460.00
129 20161229 1,351.68 27,180.00
130 20170102 1,345.89 27,120.00
131 20170103 1,354.82 27,640.00
132 20170104 1,373.04 27,860.00
133 20170105 1,377.88 27,840.00
134 20170106 1,374.08 27,840.00
135 20170110 1,372.50 28,280.00
136 20170111 1,375.14 28,380.00
137 20170112 1,369.64 28,180.00
138 20170113 1,369.62 27,920.00
139 20170116 1,361.05 27,700.00
140 20170117 1,361.48 27,720.00
141 20170118 1,360.54 27,840.00
142 20170119 1,359.60 27,660.00
143 20170120 1,354.35 27,660.00
144 20170123 1,355.43 27,660.00
145 20170124 1,366.91 27,740.00
146 20170125 1,365.24 27,780.00
147 20170126 1,371.38 28,160.00
148 20170127 1,372.59 27,780.00
149 20170130 1,364.90 27,620.00
150 20170131 1,357.47 27,560.00
151 20170201 1,357.83 27,580.00
152 20170202 1,366.79 27,840.00
153 20170203 1,369.79 27,800.00
154 20170206 1,367.92 27,800.00
155 20170207 1,360.65 27,480.00
156 20170208 1,350.27 27,280.00
157 20170209 1,345.97 27,220.00
158 20170210 1,347.40 27,240.00
159 20170213 1,351.36 27,300.00
160 20170214 1,320.97 26,840.00
161 20170215 1,334.88 27,300.00
162 20170216 1,344.46 27,640.00
163 20170217 1,341.83 27,340.00
164 20170220 1,340.99 27,400.00
165 20170221 1,336.52 27,200.00
166 20170222 1,331.20 27,400.00
167 20170223 1,341.65 27,820.00
168 20170224 1,333.57 27,240.00
169 20170227 1,334.45 27,680.00
170 20170228 1,326.31 27,300.00
171 20170301 1,328.63 27,520.00
172 20170302 1,326.81 27,400.00
173 20170303 1,329.58 27,580.00
174 20170306 1,334.02 27,640.00
175 20170307 1,332.81 27,540.00
176 20170308 1,324.54 27,600.00
177 20170309 1,330.35 27,400.00
178 20170310 1,335.67 27,600.00
179 20170313 1,342.42 27,880.00
180 20170314 1,317.98 27,100.00
181 20170315 1,329.96 27,360.00
182 20170316 1,342.21 27,660.00
183 20170317 1,337.29 27,560.00
184 20170321 1,343.97 27,880.00
185 20170322 1,351.16 28,500.00
186 20170323 1,359.19 28,500.00
187 20170324 1,355.53 28,460.00
188 20170327 1,356.01 28,780.00
189 20170328 1,363.61 29,140.00
190 20170329 1,364.61 28,800.00
191 20170330 1,369.88 29,060.00
192 20170331 1,365.61 28,700.00
193 20170403 1,368.39 29,100.00
194 20170404 1,368.12 29,080.00
195 20170405 1,371.46 29,200.00
196 20170406 1,370.05 28,860.00
197 20170407 1,368.98 28,700.00
198 20170410 1,375.90 29,060.00
199 20170411 1,374.43 29,040.00
200 20170412 1,378.28 28,720.00
201 20170417 1,371.98 28,920.00
202 20170418 1,371.75 28,560.00
203 20170419 1,363.44 28,000.00
204 20170420 1,363.34 28,220.00
205 20170421 1,362.33 28,360.00
206 20170424 1,366.49 28,660.00
207 20170425 1,372.42 29,000.00
208 20170426 1,374.66 28,960.00
209 20170427 1,362.45 28,500.00
210 20170428 1,371.54 28,720.00
211 20170502 1,373.17 29,280.00
212 20170503 1,370.13 29,160.00
213 20170504 1,376.63 29,560.00
214 20170505 1,384.92 29,660.00
215 20170508 1,403.19 30,200.00
216 20170509 1,407.13 30,680.00
217 20170510 1,414.84 31,140.00
218 20170511 1,421.84 31,460.00
219 20170512 1,443.56 31,600.00
220 20170515 1,458.09 31,800.00
221 20170516 1,449.37 32,160.00
222 20170517 1,437.84 31,880.00
223 20170518 1,429.41 31,660.00
224 20170519 1,436.19 32,140.00
225 20170522 1,436.81 32,040.00
226 20170523 1,444.14 32,200.00
227 20170524 1,446.19 32,260.00
228 20170525 1,444.39 32,000.00
229 20170526 1,448.93 32,120.00
230 20170530 1,444.09 31,900.00
231 20170531 1,439.48 32,260.00
232 20170601 1,442.83 32,240.00
233 20170602 1,441.81 32,200.00
234 20170605 1,445.06 32,520.00
235 20170606 1,456.53 32,980.00
236 20170607 1,451.37 32,500.00
237 20170608 1,450.26 32,780.00
238 20170609 1,450.45 32,600.00
239 20170612 1,446.91 32,800.00
240 20170613 1,450.43 33,140.00
241 20170614 1,456.73 33,500.00
242 20170615 1,456.39 33,400.00
243 20170616 1,464.77 34,200.00
244 20170620 1,450.82 34,280.00
245 20170621 1,436.70 33,000.00
246 20170622 1,435.57 32,180.00
247 20170623 1,435.12 32,140.00
desves 40.9913131 1915.44992

media 1,358.14 28,257.89
coef.de variacion o tasa de variabilidad

3.02% 6.78%
Estadisticas Descriptivas
indice COLCAP
Media 1358.13972
Error tpico 2.60821479
Mediana 1354.63
Moda 1329.58
Desviacin estndar 40.9913131
Varianza de la muestra 1680.28775
Curtosis 0.32164882
Coeficiente de asimetra 0.84659358
Rango 193.66
Mnimo 1271.11
Mximo 1464.77
Suma 335460.51
Cuenta 247
PUNTOS RELEVANTES
En la accion PFBCOLOM la mediana y la moda son iguales o toman el mismo valor 27800 esto
quiere decir que es el dato que mas se repite y tambien el que esta en el centro de toda la
informacion, por otra parte en el indice COLCAP son diferentes.
El coeficiente de asimetria para ambos dio mayor a cero lo que significa que la accion
PFBCOLOM es mas asimetrica por tener un valor de 1,1 contra 0,84 del indice COLCAP lo que
hace que los histogramas las graficas se vean con sesgo positivo o la derecha.
En cuanto a las curtosisnque es la forma puntuda de la distribucion podemos decir que ambas
distribuciones tienen un comportamiento leptocurtico por dar un resultado mayor a cero, pero el
indice COLCAP es mas acahatada porque esta mas cerca del cero.
Los valores de algunos estadisticos como la media, la moda, mediana, error tipico, la desviacion
estandar y la varianza para la accion PFBCOLOM son mayores que los del indice COLCAP porque
su datos iniciales son igualmente mas altos. estadisdisticos como la curtosis y la asimetria no
dependen de ello, por eso son independientes y oscilan entre otros rangos mas especificos
Para ambos se trabajo con igual cantidad de datos, 247 registros en total.
mo valor 27800 esto
centro de toda la
ue la accion
dice COLCAP lo que
cha.
mos decir que ambas

mayor a cero, pero el
or tipico, la desviacion
indice COLCAP porque
is y la asimetria no
mas especificos
d. Calcule e interprete el quinto percentil de la tasa de variacin diaria del precio de la accin. Escriba la interpretacin.
PFBCOLOM INTERVALO frecuencia abs Frecu Acum

125000-26000 23 23 9.312% RESPUESTA
226001-27000 34 57
327001-28000 80 137
428001-29000 51 188
529001-30000 25 213
630001-31000 3 216
731001-32000 8 224
832001-33000 18 242
933001-34000 3 245
1034001-35000 2 247
total 247
el precio de la accin. Escriba la interpretacin.
En el Percenti 5 la posicion en la Frecu Acum es 12.35
Pero como el 12.35 no esta se toma el siguiente

que es 23. Corresponde y hace referencia al primer
intervalo 25000 a 26000, teniendo un 9,31% de
participacion en la frecuencia acumulada del
ejercicio con 23 datos a favor.
se toma el siguiente
ace referencia al primer
niendo un 9,31% de
ia acumulada del
or.
e. Obtenga e interprete la variabilidad relativa de la accin y del ndice accionario. Escriba la interpretacin.
RESPUESTA TasaPFBCOLOM
de variabilidad COLCAP
Tasa de variabilidad el indice de COLCAP tiene menor
relativa o coeficiente de relativa o coeficiente de variabilidad que la accion de
variacion variacion PFBCOLOM la cual tiene mas del
6.78% 3.02% doble de dispercion en sus datos
criba la interpretacin.
el indice de COLCAP tiene menor

ariabilidad que la accion de
PFBCOLOM la cual tiene mas del
doble de dispercion en sus datos
f. Asumiendo que la tasa de variacin del precio de la accin ( RA) se distribuye normal, obtenga las siguientes prob

La probabilidad de que RA sea mayor
RESPUESTA 14.7526147
que cero es del 100% ya que valores
100% de Z superiores a 3,6 en la tabla de
desves 1915.44992 1 distribucion normal se asumen como
media 28257.8947 100% y en este caso nos dio 14,75 el
cuall es mayor a 3,6
La probabilidad que RA sea mayor o

RESPUESTA 0 igual a RA es 50% ya que el valor
50% de 0 en la tabla de distribucion
normal equivale a 0,5 que seria el
desves 1915.44992 0.5
50%
media 28257.8947

RESPUESTA 3.14396383
La probabilidad de que RA sea mayor
2.14396383
que 0% y menor que 100% es igual a
98.38% 2.143 que en la tabla de distibucion
normal equivale a 0,9838 = 98,38%
, obtenga las siguientes probabilidades
g. Construya e interprete un intervalo de confianza al 95% para la tasa de variacin diaria media del precio de la ac
). Escriba la interpretacin del intervalo.
INTERVALO DE CONFIANZA 95% PARA PFBCOLOM
la media es 241.54
la desviacion estandar es 202.4
la confianza es 95% 0.95
el nivel de significancia o alfa 0.05
el valor de alfa medios es /2 0.025 1.96 en la tabla de distribucion normal este dat
numero de datos 247
La interpretacion que se realiza sobr

intervalo es que con una confianza d
95% la media poblacional de la varia
del precio de PFBCOLOM esta entre
reemplaza esta formula 216,30 Y 266,79 PESOS.
intervalo superior 266.79

intervalo inferior 216.30
RESPUESTA
media del precio de la accin: (
distribucion normal este dato equivale 1,96 o Z /2
erpretacion que se realiza sobre el

alo es que con una confianza del
a media poblacional de la variacion
ecio de PFBCOLOM esta entre
0 Y 266,79 PESOS.
h. Construya e interprete un intervalo de confianza al 95% para la tasa de variacin diaria media del ndice COLCAP
). Escriba la interpretacin del intervalo.
INTERVALO DE CONFIANZA 95% PARA COLCAP
la media es 6.25
la desviacion estandar es 5.53
la confianza es 95% 0.95
el nivel de significancia o alfa 0.05
el valor de alfa medios es /2 0.025 1.96 en la tabla de distribucion normal este dato equivale 1,96 o Z
numero de datos 247
La interpretacion que se realiza sobre el

intervalo es que con una confianza del
95% la media poblacional de la variacion
reemplaza esta formula del puntaje del indice COLCAP esta entre
5,56 y 6,94 Puntos.
intervalo superior 6.94
intervalo inferior 5.56
RESPUESTA
n diaria media del ndice COLCAP: (
ormal este dato equivale 1,96 o Z /2
e realiza sobre el
na confianza del
nal de la variacion
COLCAP esta entre
00 01 02 03 04 05
No Fecha COLCAP PFBCOLOM GRUPOSURA ECOPETROL NUTRESA GRUPOARGOS
1 20160623 1,329.58 26,200.00 38,060.00 1,410.00 25,220.00 18,660.00
2 20160624 1,317.71 25,680.00 38,200.00 1,400.00 24,900.00 18,640.00
3 20160627 1,302.39 25,300.00 37,620.00 1,370.00 24,980.00 18,380.00
4 20160628 1,303.28 25,340.00 37,780.00 1,385.00 25,000.00 18,240.00
5 20160629 1,311.52 25,620.00 38,060.00 1,395.00 25,060.00 18,400.00
6 20160630 1,313.18 25,480.00 38,300.00 1,395.00 25,100.00 18,500.00
7 20160701 1,312.98 25,700.00 37,940.00 1,405.00 25,100.00 18,500.00
8 20160705 1,303.46 25,400.00 38,080.00 1,370.00 24,840.00 18,500.00
9 20160706 1,310.00 25,420.00 38,500.00 1,370.00 25,000.00 18,600.00
10 20160707 1,301.76 25,380.00 38,040.00 1,355.00 25,000.00 18,600.00
11 20160708 1,297.64 25,320.00 37,660.00 1,350.00 24,840.00 18,580.00
12 20160711 1,306.76 25,540.00 38,200.00 1,370.00 24,880.00 18,740.00
13 20160712 1,320.30 25,780.00 38,740.00 1,390.00 25,280.00 18,800.00
14 20160713 1,325.79 25,780.00 39,220.00 1,395.00 25,320.00 18,860.00
15 20160714 1,332.85 25,860.00 39,380.00 1,410.00 25,600.00 19,080.00
16 20160715 1,339.60 26,040.00 39,680.00 1,400.00 25,760.00 19,500.00
17 20160718 1,339.00 25,980.00 39,800.00 1,410.00 25,700.00 19,480.00
18 20160719 1,337.80 25,960.00 39,980.00 1,390.00 25,500.00 19,500.00
19 20160721 1,328.61 26,000.00 39,840.00 1,365.00 25,680.00 19,040.00
20 20160722 1,332.85 26,160.00 39,900.00 1,360.00 25,600.00 19,140.00
21 20160725 1,323.41 25,860.00 39,700.00 1,335.00 25,520.00 18,900.00
22 20160726 1,315.69 25,800.00 38,800.00 1,340.00 25,560.00 18,900.00
23 20160727 1,321.65 26,120.00 39,060.00 1,325.00 25,580.00 19,080.00
24 20160728 1,317.44 26,000.00 38,980.00 1,295.00 25,520.00 19,020.00
25 20160729 1,308.22 26,300.00 38,320.00 1,300.00 25,220.00 18,500.00
26 20160801 1,306.02 26,020.00 38,620.00 1,250.00 25,140.00 18,620.00
27 20160802 1,303.35 26,080.00 38,580.00 1,205.00 25,140.00 18,680.00
28 20160803 1,304.62 26,300.00 38,000.00 1,235.00 25,160.00 18,500.00
29 20160804 1,307.59 26,360.00 38,200.00 1,240.00 25,300.00 18,700.00
30 20160805 1,309.48 26,500.00 38,280.00 1,230.00 25,300.00 18,600.00
31 20160808 1,314.34 26,500.00 38,400.00 1,260.00 25,260.00 18,800.00
32 20160809 1,323.93 26,900.00 38,660.00 1,240.00 25,420.00 18,900.00
33 20160810 1,322.33 26,960.00 38,560.00 1,225.00 25,520.00 18,900.00
34 20160811 1,327.89 27,180.00 38,480.00 1,230.00 25,560.00 19,000.00
35 20160812 1,323.66 27,180.00 38,500.00 1,220.00 25,560.00 18,820.00
36 20160816 1,342.69 27,380.00 38,620.00 1,275.00 26,000.00 19,240.00
37 20160817 1,348.89 27,320.00 38,860.00 1,320.00 25,880.00 19,340.00
38 20160818 1,348.01 27,180.00 38,560.00 1,330.00 26,000.00 19,500.00
39 20160819 1,349.79 27,720.00 38,620.00 1,320.00 25,920.00 19,460.00
40 20160822 1,349.21 28,080.00 38,700.00 1,290.00 25,900.00 19,220.00
41 20160823 1,358.62 28,180.00 38,860.00 1,330.00 25,900.00 19,380.00
42 20160824 1,369.65 28,280.00 39,080.00 1,325.00 26,080.00 19,600.00
43 20160825 1,370.82 28,360.00 38,700.00 1,325.00 26,100.00 19,700.00
44 20160826 1,373.42 28,640.00 39,000.00 1,320.00 25,900.00 19,640.00
45 20160829 1,371.99 28,560.00 38,860.00 1,320.00 26,000.00 19,420.00
46 20160830 1,373.85 28,640.00 39,180.00 1,325.00 26,160.00 19,500.00
47 20160831 1,380.18 29,100.00 38,640.00 1,320.00 26,120.00 19,720.00
48 20160901 1,379.41 29,260.00 38,620.00 1,295.00 26,140.00 19,800.00
49 20160902 1,394.38 29,880.00 38,980.00 1,320.00 26,000.00 20,000.00
50 20160905 1,397.92 29,780.00 39,000.00 1,345.00 26,100.00 20,200.00
51 20160906 1,402.83 29,760.00 39,360.00 1,340.00 26,060.00 20,360.00
52 20160907 1,417.57 30,200.00 39,880.00 1,365.00 26,060.00 20,480.00
53 20160908 1,416.16 29,940.00 39,680.00 1,400.00 25,960.00 20,460.00
54 20160909 1,397.90 29,780.00 39,040.00 1,360.00 25,360.00 20,080.00
55 20160912 1,386.73 29,700.00 38,820.00 1,335.00 25,320.00 19,860.00
56 20160913 1,367.18 29,220.00 38,420.00 1,300.00 25,020.00 19,480.00
57 20160914 1,373.22 29,020.00 38,720.00 1,275.00 25,220.00 19,880.00
58 20160915 1,373.44 29,280.00 38,820.00 1,265.00 25,300.00 19,680.00
59 20160916 1,354.63 28,200.00 38,800.00 1,230.00 26,300.00 19,200.00
60 20160919 1,354.67 28,200.00 38,600.00 1,220.00 25,800.00 19,160.00
61 20160920 1,341.36 27,720.00 38,200.00 1,205.00 25,760.00 19,080.00
62 20160921 1,341.29 27,600.00 38,000.00 1,235.00 25,580.00 19,100.00
63 20160922 1,358.03 28,000.00 38,800.00 1,245.00 25,700.00 19,500.00
64 20160923 1,351.60 27,800.00 38,500.00 1,215.00 25,700.00 19,360.00
65 20160926 1,346.67 27,680.00 38,700.00 1,205.00 25,500.00 19,520.00
66 20160927 1,333.85 27,260.00 38,380.00 1,170.00 25,300.00 19,060.00
67 20160928 1,354.98 28,320.00 38,420.00 1,230.00 25,640.00 19,040.00
68 20160929 1,345.00 28,100.00 38,160.00 1,245.00 25,460.00 19,140.00
69 20160930 1,338.83 27,940.00 37,620.00 1,250.00 25,340.00 18,620.00
70 20161003 1,330.57 27,640.00 37,640.00 1,265.00 25,420.00 18,440.00
71 20161004 1,335.10 27,800.00 38,020.00 1,275.00 25,500.00 18,280.00
72 20161005 1,341.33 27,820.00 38,400.00 1,310.00 25,720.00 18,620.00
73 20161006 1,343.44 27,640.00 38,300.00 1,325.00 25,580.00 18,800.00
74 20161007 1,348.20 28,060.00 38,020.00 1,315.00 25,360.00 18,980.00
75 20161010 1,350.33 27,800.00 38,380.00 1,340.00 25,400.00 19,180.00
76 20161011 1,358.07 28,180.00 38,500.00 1,325.00 25,500.00 19,400.00
77 20161012 1,354.61 28,040.00 38,700.00 1,315.00 25,140.00 19,300.00
78 20161013 1,354.40 28,280.00 38,540.00 1,325.00 25,480.00 19,140.00
79 20161014 1,346.07 28,100.00 38,080.00 1,315.00 25,360.00 18,660.00
80 20161018 1,355.72 28,300.00 38,280.00 1,345.00 25,300.00 19,000.00
81 20161019 1,364.02 28,460.00 38,300.00 1,370.00 25,340.00 19,080.00
82 20161020 1,361.15 28,600.00 38,300.00 1,340.00 25,340.00 18,860.00
83 20161021 1,362.97 28,660.00 38,500.00 1,345.00 25,140.00 19,000.00
84 20161024 1,359.20 28,660.00 38,380.00 1,340.00 25,180.00 18,800.00
85 20161025 1,356.98 28,440.00 38,140.00 1,330.00 25,300.00 18,780.00
86 20161026 1,357.49 28,540.00 38,000.00 1,335.00 25,260.00 18,780.00
87 20161027 1,359.70 28,500.00 38,200.00 1,340.00 25,360.00 18,980.00
88 20161028 1,360.96 28,600.00 38,480.00 1,315.00 25,200.00 19,180.00
89 20161031 1,365.53 28,540.00 38,780.00 1,310.00 25,180.00 19,500.00
90 20161101 1,370.75 29,140.00 38,600.00 1,330.00 25,000.00 19,400.00
91 20161102 1,368.45 29,060.00 38,380.00 1,310.00 25,120.00 19,400.00
92 20161103 1,356.01 29,060.00 38,000.00 1,300.00 24,620.00 18,920.00
93 20161104 1,345.66 28,520.00 37,800.00 1,300.00 24,520.00 18,900.00
94 20161108 1,354.91 28,680.00 38,000.00 1,310.00 24,500.00 19,100.00
95 20161109 1,354.68 28,380.00 38,140.00 1,325.00 24,340.00 19,180.00
96 20161110 1,319.51 27,520.00 37,000.00 1,280.00 24,000.00 18,720.00
97 20161111 1,299.03 27,140.00 35,960.00 1,270.00 23,700.00 18,200.00
98 20161115 1,297.07 26,860.00 35,500.00 1,295.00 23,600.00 18,260.00
99 20161116 1,300.09 26,900.00 35,500.00 1,275.00 23,800.00 18,780.00
100 20161117 1,305.81 26,820.00 36,180.00 1,280.00 23,800.00 18,740.00
101 20161118 1,307.44 26,820.00 36,420.00 1,280.00 24,000.00 18,800.00
102 20161121 1,312.87 26,500.00 36,720.00 1,315.00 23,800.00 19,000.00
103 20161122 1,307.21 26,120.00 36,700.00 1,315.00 23,780.00 19,000.00
104 20161123 1,308.87 26,500.00 36,960.00 1,300.00 23,780.00 18,740.00
105 20161124 1,308.94 26,400.00 36,740.00 1,300.00 23,800.00 18,900.00
106 20161125 1,295.67 26,140.00 36,480.00 1,290.00 23,420.00 18,340.00
107 20161128 1,289.97 25,900.00 36,400.00 1,285.00 23,300.00 18,500.00
108 20161129 1,271.11 25,640.00 35,300.00 1,240.00 22,820.00 18,200.00
109 20161130 1,286.07 26,000.00 35,500.00 1,320.00 22,860.00 18,020.00
110 20161201 1,297.33 26,320.00 35,900.00 1,325.00 23,020.00 18,300.00
111 20161202 1,306.56 26,600.00 36,300.00 1,320.00 23,320.00 18,340.00
112 20161205 1,314.74 26,820.00 36,640.00 1,315.00 23,180.00 18,540.00
113 20161206 1,316.82 26,860.00 36,380.00 1,315.00 23,340.00 18,560.00
114 20161207 1,314.38 26,820.00 35,680.00 1,305.00 23,500.00 18,240.00
115 20161209 1,324.80 26,980.00 36,660.00 1,320.00 23,800.00 18,480.00
116 20161212 1,323.19 27,000.00 36,300.00 1,345.00 24,100.00 18,400.00
117 20161213 1,335.46 27,300.00 37,000.00 1,350.00 24,320.00 18,860.00
118 20161214 1,325.78 26,900.00 37,000.00 1,340.00 24,380.00 18,700.00
119 20161215 1,339.89 27,800.00 37,480.00 1,350.00 24,380.00 18,700.00
120 20161216 1,341.58 27,680.00 37,400.00 1,380.00 24,480.00 18,460.00
121 20161219 1,340.08 27,240.00 38,000.00 1,385.00 24,660.00 18,660.00
122 20161220 1,345.87 27,100.00 38,420.00 1,385.00 24,920.00 18,640.00
123 20161221 1,342.25 26,980.00 38,240.00 1,380.00 24,900.00 18,800.00
124 20161222 1,340.06 27,200.00 37,640.00 1,355.00 24,980.00 18,900.00
125 20161223 1,330.31 26,940.00 36,500.00 1,335.00 24,960.00 18,900.00
126 20161226 1,341.31 27,180.00 37,140.00 1,355.00 24,960.00 19,100.00
127 20161227 1,339.06 26,920.00 37,500.00 1,365.00 24,920.00 18,800.00
128 20161228 1,353.65 27,460.00 38,100.00 1,380.00 24,900.00 19,500.00
129 20161229 1,351.68 27,180.00 38,200.00 1,380.00 24,900.00 19,280.00
130 20170102 1,345.89 27,120.00 37,980.00 1,360.00 24,900.00 19,000.00
131 20170103 1,354.82 27,640.00 38,000.00 1,380.00 24,840.00 19,120.00
132 20170104 1,373.04 27,860.00 38,800.00 1,400.00 24,980.00 19,700.00
133 20170105 1,377.88 27,840.00 38,600.00 1,415.00 25,060.00 19,680.00
134 20170106 1,374.08 27,840.00 38,500.00 1,395.00 24,960.00 19,740.00
135 20170110 1,372.50 28,280.00 38,200.00 1,390.00 24,860.00 19,680.00
136 20170111 1,375.14 28,380.00 38,300.00 1,410.00 24,860.00 19,520.00
137 20170112 1,369.64 28,180.00 38,200.00 1,400.00 24,760.00 19,500.00
138 20170113 1,369.62 27,920.00 38,480.00 1,405.00 24,620.00 19,600.00
139 20170116 1,361.05 27,700.00 37,860.00 1,400.00 24,420.00 19,320.00
140 20170117 1,361.48 27,720.00 38,040.00 1,400.00 24,360.00 19,460.00
141 20170118 1,360.54 27,840.00 38,380.00 1,390.00 24,220.00 19,500.00
142 20170119 1,359.60 27,660.00 38,500.00 1,395.00 24,260.00 19,440.00
143 20170120 1,354.35 27,660.00 38,260.00 1,385.00 24,000.00 19,480.00
144 20170123 1,355.43 27,660.00 38,400.00 1,400.00 24,180.00 19,360.00
145 20170124 1,366.91 27,740.00 38,840.00 1,400.00 24,200.00 19,780.00
146 20170125 1,365.24 27,780.00 38,880.00 1,385.00 24,400.00 19,600.00
147 20170126 1,371.38 28,160.00 38,820.00 1,390.00 24,260.00 19,680.00
148 20170127 1,372.59 27,780.00 39,100.00 1,390.00 24,600.00 19,600.00
149 20170130 1,364.90 27,620.00 39,300.00 1,370.00 24,340.00 19,420.00
150 20170131 1,357.47 27,560.00 39,000.00 1,375.00 24,060.00 19,360.00
151 20170201 1,357.83 27,580.00 39,060.00 1,395.00 23,900.00 19,500.00
152 20170202 1,366.79 27,840.00 39,460.00 1,390.00 24,100.00 19,800.00
153 20170203 1,369.79 27,800.00 39,480.00 1,385.00 24,380.00 19,900.00
154 20170206 1,367.92 27,800.00 39,440.00 1,375.00 24,000.00 19,940.00
155 20170207 1,360.65 27,480.00 39,300.00 1,355.00 23,800.00 19,900.00
156 20170208 1,350.27 27,280.00 38,800.00 1,355.00 23,720.00 19,500.00
157 20170209 1,345.97 27,220.00 38,260.00 1,355.00 24,000.00 19,240.00
158 20170210 1,347.40 27,240.00 38,260.00 1,380.00 24,000.00 19,220.00
159 20170213 1,351.36 27,300.00 38,480.00 1,375.00 24,040.00 19,600.00
160 20170214 1,320.97 26,840.00 37,660.00 1,365.00 23,800.00 19,280.00
161 20170215 1,334.88 27,300.00 38,000.00 1,365.00 23,940.00 19,440.00
162 20170216 1,344.46 27,640.00 38,440.00 1,360.00 24,040.00 19,660.00
163 20170217 1,341.83 27,340.00 38,740.00 1,350.00 24,040.00 19,700.00
164 20170220 1,340.99 27,400.00 38,500.00 1,355.00 24,280.00 19,660.00
165 20170221 1,336.52 27,200.00 38,100.00 1,345.00 24,280.00 19,760.00
166 20170222 1,331.20 27,400.00 37,700.00 1,310.00 24,200.00 19,580.00
167 20170223 1,341.65 27,820.00 37,500.00 1,335.00 24,160.00 19,800.00
168 20170224 1,333.57 27,240.00 37,220.00 1,320.00 23,780.00 19,860.00
169 20170227 1,334.45 27,680.00 36,880.00 1,335.00 23,700.00 19,880.00
170 20170228 1,326.31 27,300.00 36,580.00 1,320.00 23,600.00 19,760.00
171 20170301 1,328.63 27,520.00 36,780.00 1,310.00 23,460.00 19,880.00
172 20170302 1,326.81 27,400.00 36,920.00 1,315.00 23,200.00 19,800.00
173 20170303 1,329.58 27,580.00 36,820.00 1,320.00 23,120.00 19,860.00
174 20170306 1,334.02 27,640.00 37,340.00 1,320.00 23,700.00 19,840.00
175 20170307 1,332.81 27,540.00 37,280.00 1,330.00 23,860.00 19,920.00
176 20170308 1,324.54 27,600.00 37,040.00 1,295.00 23,960.00 19,760.00
177 20170309 1,330.35 27,400.00 37,480.00 1,310.00 23,920.00 19,900.00
178 20170310 1,335.67 27,600.00 37,900.00 1,315.00 24,100.00 19,900.00
179 20170313 1,342.42 27,880.00 38,300.00 1,315.00 23,780.00 19,960.00
180 20170314 1,317.98 27,100.00 37,800.00 1,290.00 23,380.00 19,640.00
181 20170315 1,329.96 27,360.00 38,260.00 1,315.00 23,260.00 19,740.00
182 20170316 1,342.21 27,660.00 38,500.00 1,320.00 23,900.00 20,140.00
183 20170317 1,337.29 27,560.00 38,000.00 1,300.00 24,000.00 20,000.00
184 20170321 1,343.97 27,880.00 38,500.00 1,325.00 23,800.00 19,900.00
185 20170322 1,351.16 28,500.00 38,860.00 1,320.00 23,620.00 19,960.00
186 20170323 1,359.19 28,500.00 39,280.00 1,320.00 23,980.00 20,160.00
187 20170324 1,355.53 28,460.00 39,040.00 1,315.00 24,060.00 20,000.00
188 20170327 1,356.01 28,780.00 38,900.00 1,305.00 23,980.00 19,980.00
189 20170328 1,363.61 29,140.00 39,100.00 1,325.00 24,000.00 19,960.00
190 20170329 1,364.61 28,800.00 39,200.00 1,340.00 24,160.00 20,140.00
191 20170330 1,369.88 29,060.00 39,100.00 1,340.00 24,380.00 20,260.00
192 20170331 1,365.61 28,700.00 39,080.00 1,350.00 24,380.00 20,240.00
193 20170403 1,368.39 29,100.00 38,900.00 1,350.00 24,360.00 20,260.00
194 20170404 1,368.12 29,080.00 39,000.00 1,355.00 24,360.00 20,220.00
195 20170405 1,371.46 29,200.00 38,920.00 1,350.00 24,300.00 20,480.00
196 20170406 1,370.05 28,860.00 39,000.00 1,355.00 24,300.00 20,420.00
197 20170407 1,368.98 28,700.00 39,280.00 1,365.00 24,120.00 20,400.00
198 20170410 1,375.90 29,060.00 39,500.00 1,385.00 24,120.00 20,360.00
199 20170411 1,374.43 29,040.00 39,120.00 1,390.00 24,300.00 20,280.00
200 20170412 1,378.28 28,720.00 39,360.00 1,400.00 24,380.00 20,440.00
201 20170417 1,371.98 28,920.00 38,720.00 1,370.00 24,360.00 20,360.00
202 20170418 1,371.75 28,560.00 39,200.00 1,375.00 24,400.00 20,400.00
203 20170419 1,363.44 28,000.00 39,100.00 1,375.00 24,400.00 20,420.00
204 20170420 1,363.34 28,220.00 38,900.00 1,380.00 24,420.00 20,400.00
205 20170421 1,362.33 28,360.00 38,900.00 1,365.00 24,360.00 20,400.00
206 20170424 1,366.49 28,660.00 38,920.00 1,360.00 24,160.00 20,260.00
207 20170425 1,372.42 29,000.00 38,900.00 1,365.00 24,220.00 20,580.00
208 20170426 1,374.66 28,960.00 39,080.00 1,380.00 24,180.00 20,500.00
209 20170427 1,362.45 28,500.00 38,440.00 1,340.00 24,280.00 20,300.00
210 20170428 1,371.54 28,720.00 38,900.00 1,360.00 24,420.00 20,400.00
211 20170502 1,373.17 29,280.00 38,640.00 1,335.00 24,440.00 20,300.00
212 20170503 1,370.13 29,160.00 38,420.00 1,355.00 24,420.00 20,200.00
213 20170504 1,376.63 29,560.00 38,940.00 1,345.00 24,400.00 20,180.00
214 20170505 1,384.92 29,660.00 39,000.00 1,365.00 24,600.00 20,500.00
215 20170508 1,403.19 30,200.00 39,300.00 1,385.00 25,020.00 20,800.00
216 20170509 1,407.13 30,680.00 39,260.00 1,380.00 25,140.00 20,760.00
217 20170510 1,414.84 31,140.00 39,300.00 1,380.00 25,340.00 20,700.00
218 20170511 1,421.84 31,460.00 39,500.00 1,375.00 25,340.00 20,800.00
219 20170512 1,443.56 31,600.00 40,000.00 1,445.00 25,800.00 21,200.00
220 20170515 1,458.09 31,800.00 40,200.00 1,480.00 25,940.00 21,260.00
221 20170516 1,449.37 32,160.00 39,800.00 1,450.00 25,940.00 20,980.00
222 20170517 1,437.84 31,880.00 39,860.00 1,410.00 25,760.00 20,800.00
223 20170518 1,429.41 31,660.00 39,740.00 1,410.00 25,820.00 20,540.00
224 20170519 1,436.19 32,140.00 38,600.00 1,435.00 26,100.00 20,740.00
225 20170522 1,436.81 32,040.00 39,000.00 1,425.00 25,800.00 20,660.00
226 20170523 1,444.14 32,200.00 39,200.00 1,420.00 25,760.00 21,000.00
227 20170524 1,446.19 32,260.00 39,180.00 1,405.00 25,760.00 21,120.00
228 20170525 1,444.39 32,000.00 39,200.00 1,390.00 25,780.00 21,220.00
229 20170526 1,448.93 32,120.00 39,380.00 1,395.00 25,920.00 21,400.00
230 20170530 1,444.09 31,900.00 39,380.00 1,375.00 25,880.00 21,240.00
231 20170531 1,439.48 32,260.00 38,600.00 1,335.00 25,840.00 20,940.00
232 20170601 1,442.83 32,240.00 38,980.00 1,345.00 25,880.00 21,000.00
233 20170602 1,441.81 32,200.00 38,780.00 1,335.00 25,880.00 21,200.00
234 20170605 1,445.06 32,520.00 38,800.00 1,375.00 25,880.00 21,200.00
235 20170606 1,456.53 32,980.00 39,000.00 1,400.00 26,000.00 21,040.00
236 20170607 1,451.37 32,500.00 38,900.00 1,370.00 26,160.00 21,380.00
237 20170608 1,450.26 32,780.00 38,720.00 1,350.00 26,260.00 21,040.00
238 20170609 1,450.45 32,600.00 38,900.00 1,370.00 26,260.00 21,240.00
239 20170612 1,446.91 32,800.00 38,800.00 1,360.00 26,180.00 21,020.00
240 20170613 1,450.43 33,140.00 38,900.00 1,365.00 26,100.00 21,000.00
241 20170614 1,456.73 33,500.00 39,000.00 1,350.00 26,080.00 21,400.00
242 20170615 1,456.39 33,400.00 39,180.00 1,340.00 26,220.00 21,240.00
243 20170616 1,464.77 34,200.00 38,940.00 1,365.00 26,000.00 21,400.00
244 20170620 1,450.82 34,280.00 38,620.00 1,325.00 26,000.00 20,940.00
245 20170621 1,436.70 33,000.00 38,780.00 1,325.00 25,800.00 21,000.00
246 20170622 1,435.57 32,180.00 38,960.00 1,350.00 25,700.00 21,200.00
247 20170623 1,435.12 32,140.00 38,800.00 1,340.00 25,900.00 20,860.00
desves 40.99131 1915.44992

media 1,358.14 28,257.89

3.02% 6.78%
06 07 08 09
BCOLOMBIA CEMARGOS PFAVAL ISA tasa de variacion colcap
tasa de variacion pfbcolom
24,400.00 11,960.00 1,175.00 8,900.00 -11.87 -520.00 11.87
24,000.00 11,980.00 1,175.00 8,900.00 -15.32 -380.00 15.32
23,480.00 11,720.00 1,165.00 8,800.00 0.89 40.00 0.89
23,440.00 11,720.00 1,160.00 8,790.00 8.24 280.00 8.24
23,900.00 11,800.00 1,170.00 8,810.00 1.66 -140.00 1.66
23,800.00 11,920.00 1,180.00 8,940.00 -0.20 220.00 0.2
24,000.00 11,860.00 1,180.00 8,920.00 -9.52 -300.00 9.52
23,600.00 11,700.00 1,165.00 8,920.00 6.54 20.00 6.54
23,800.00 11,820.00 1,170.00 9,000.00 -8.24 -40.00 8.24
23,500.00 11,800.00 1,175.00 8,820.00 -4.12 -60.00 4.12
23,500.00 11,820.00 1,170.00 8,800.00 9.12 220.00 9.12
23,520.00 11,860.00 1,170.00 8,950.00 13.54 240.00 13.54
24,000.00 11,880.00 1,170.00 9,100.00 5.49 0.00 5.49
24,000.00 11,840.00 1,180.00 9,170.00 7.06 80.00 7.06
24,100.00 11,960.00 1,175.00 9,200.00 6.75 180.00 6.75
24,200.00 11,960.00 1,175.00 9,180.00 -0.60 -60.00 0.6
24,060.00 11,940.00 1,180.00 9,130.00 -1.20 -20.00 1.2
24,000.00 11,980.00 1,170.00 9,190.00 -9.19 40.00 9.19
24,120.00 11,700.00 1,170.00 9,100.00 4.24 160.00 4.24
24,200.00 11,700.00 1,195.00 9,190.00 -9.44 -300.00 9.44
23,820.00 11,780.00 1,175.00 9,120.00 -7.72 -60.00 7.72
23,960.00 11,660.00 1,170.00 9,100.00 5.96 320.00 5.96
24,100.00 11,600.00 1,180.00 9,130.00 -4.21 -120.00 4.21
24,140.00 11,660.00 1,180.00 9,150.00 -9.22 300.00 9.22
24,300.00 11,500.00 1,170.00 9,090.00 -2.20 -280.00 2.2
24,200.00 11,620.00 1,175.00 9,130.00 -2.67 60.00 2.67
24,200.00 11,680.00 1,175.00 9,160.00 1.27 220.00 1.27
24,380.00 11,540.00 1,175.00 9,100.00 2.97 60.00 2.97
24,380.00 11,640.00 1,185.00 9,170.00 1.89 140.00 1.89
24,500.00 11,680.00 1,180.00 9,270.00 4.86 0.00 4.86
24,440.00 11,620.00 1,180.00 9,350.00 9.59 400.00 9.59
24,960.00 11,760.00 1,190.00 9,410.00 -1.60 60.00 1.6
25,060.00 11,600.00 1,195.00 9,400.00 5.56 220.00 5.56
25,220.00 11,700.00 1,195.00 9,480.00 -4.23 0.00 4.23
25,100.00 11,640.00 1,195.00 9,450.00 19.03 200.00 19.03
25,480.00 11,880.00 1,200.00 9,700.00 6.20 -60.00 6.2
25,320.00 11,800.00 1,230.00 9,670.00 -0.88 -140.00 0.88
25,180.00 11,640.00 1,235.00 9,650.00 1.78 540.00 1.78
25,640.00 11,640.00 1,210.00 9,610.00 -0.58 360.00 0.58
25,800.00 11,780.00 1,220.00 9,620.00 9.41 100.00 9.41
25,960.00 11,780.00 1,240.00 9,700.00 11.03 100.00 11.03
26,200.00 11,780.00 1,250.00 9,800.00 1.17 80.00 1.17
26,200.00 11,880.00 1,235.00 9,860.00 2.60 280.00 2.6
26,400.00 11,900.00 1,240.00 9,890.00 -1.43 -80.00 1.43
26,440.00 11,880.00 1,240.00 9,880.00 1.86 80.00 1.86
26,560.00 11,720.00 1,225.00 9,820.00 6.33 460.00 6.33
26,800.00 11,800.00 1,250.00 9,900.00 -0.77 160.00 0.77
26,900.00 11,900.00 1,255.00 9,860.00 14.97 620.00 14.97
27,500.00 11,920.00 1,265.00 9,850.00 3.54 -100.00 3.54
27,440.00 11,900.00 1,265.00 9,900.00 4.91 -20.00 4.91
27,320.00 11,900.00 1,265.00 9,970.00 14.74 440.00 14.74
27,660.00 12,000.00 1,280.00 10,200.00 -1.41 -260.00 1.41
27,400.00 12,040.00 1,270.00 10,220.00 -18.26 -160.00 18.26
27,280.00 11,840.00 1,265.00 9,800.00 -11.17 -80.00 11.17
27,180.00 11,700.00 1,250.00 9,660.00 -19.55 -480.00 19.55
26,680.00 11,500.00 1,240.00 9,640.00 6.04 -200.00 6.04
26,600.00 11,620.00 1,245.00 9,890.00 0.22 260.00 0.22
26,820.00 11,580.00 1,235.00 9,900.00 -18.81 -1,080.00 18.81
25,980.00 11,540.00 1,200.00 10,080.00 0.04 0.00 0.04
25,980.00 11,540.00 1,215.00 9,980.00 -13.31 -480.00 13.31
25,260.00 11,500.00 1,205.00 10,040.00 -0.07 -120.00 0.07
25,300.00 11,580.00 1,190.00 9,930.00 16.74 400.00 16.74
25,600.00 11,700.00 1,230.00 10,040.00 -6.43 -200.00 6.43
25,500.00 11,680.00 1,230.00 10,000.00 -4.93 -120.00 4.93
25,400.00 11,720.00 1,230.00 9,860.00 -12.82 -420.00 12.82
25,100.00 11,700.00 1,220.00 9,700.00 21.13 1,060.00 21.13
25,960.00 11,640.00 1,255.00 9,930.00 -9.98 -220.00 9.98
25,700.00 11,620.00 1,245.00 9,680.00 -6.17 -160.00 6.17
26,100.00 11,480.00 1,260.00 9,750.00 -8.26 -300.00 8.26
25,500.00 11,440.00 1,230.00 9,650.00 4.53 160.00 4.53
25,600.00 11,460.00 1,235.00 9,740.00 6.23 20.00 6.23
25,500.00 11,560.00 1,235.00 9,660.00 2.11 -180.00 2.11
25,500.00 11,600.00 1,230.00 9,720.00 4.76 420.00 4.76
25,900.00 11,660.00 1,225.00 9,790.00 2.13 -260.00 2.13
25,700.00 11,640.00 1,230.00 9,740.00 7.74 380.00 7.74
26,020.00 11,800.00 1,225.00 9,850.00 -3.46 -140.00 3.46
26,140.00 11,780.00 1,220.00 9,840.00 -0.21 240.00 0.21
26,140.00 11,860.00 1,210.00 9,820.00 -8.33 -180.00 8.33
26,140.00 11,780.00 1,215.00 9,900.00 9.65 200.00 9.65
26,120.00 11,880.00 1,240.00 9,930.00 8.30 160.00 8.3
26,400.00 11,880.00 1,250.00 9,930.00 -2.87 140.00 2.87
26,560.00 11,820.00 1,245.00 9,930.00 1.82 60.00 1.82
26,680.00 11,740.00 1,240.00 9,940.00 -3.77 0.00 3.77
26,580.00 11,700.00 1,235.00 9,900.00 -2.22 -220.00 2.22
26,640.00 11,740.00 1,230.00 9,960.00 0.51 100.00 0.51
26,560.00 11,820.00 1,220.00 9,970.00 2.21 -40.00 2.21
26,500.00 11,840.00 1,215.00 10,000.00 1.26 100.00 1.26
26,500.00 11,940.00 1,220.00 10,000.00 4.57 -60.00 4.57
26,500.00 11,900.00 1,240.00 9,990.00 5.22 600.00 5.22
27,100.00 11,760.00 1,240.00 10,060.00 -2.30 -80.00 2.3
27,100.00 11,760.00 1,235.00 10,160.00 -12.44 0.00 12.44
27,100.00 11,640.00 1,230.00 10,200.00 -10.35 -540.00 10.35
26,540.00 11,480.00 1,220.00 10,100.00 9.25 160.00 9.25
26,880.00 11,540.00 1,215.00 10,160.00 -0.23 -300.00 0.23
26,460.00 11,600.00 1,220.00 10,240.00 -35.17 -860.00 35.17
25,600.00 11,100.00 1,200.00 9,940.00 -20.48 -380.00 20.48
25,400.00 11,080.00 1,170.00 9,800.00 -1.96 -280.00 1.96
25,280.00 11,040.00 1,160.00 9,740.00 3.02 40.00 3.02
25,160.00 11,080.00 1,165.00 9,820.00 5.72 -80.00 5.72
25,220.00 11,080.00 1,165.00 9,950.00 1.63 0.00 1.63
25,180.00 11,000.00 1,160.00 9,930.00 5.43 -320.00 5.43
25,100.00 11,100.00 1,160.00 9,950.00 -5.66 -380.00 5.66
24,780.00 11,120.00 1,165.00 9,950.00 1.66 380.00 1.66
25,000.00 11,100.00 1,155.00 9,990.00 0.07 -100.00 0.07
25,000.00 11,200.00 1,160.00 9,940.00 -13.27 -260.00 13.27
24,880.00 11,040.00 1,155.00 9,940.00 -5.70 -240.00 5.7
24,580.00 11,040.00 1,150.00 9,950.00 -18.86 -260.00 18.86
24,200.00 10,820.00 1,150.00 9,900.00 14.96 360.00 14.96
24,900.00 10,940.00 1,165.00 9,900.00 11.26 320.00 11.26
24,880.00 11,140.00 1,175.00 10,000.00 9.23 280.00 9.23
24,980.00 11,220.00 1,190.00 10,100.00 8.18 220.00 8.18
24,840.00 11,360.00 1,220.00 10,160.00 2.08 40.00 2.08
24,860.00 11,460.00 1,215.00 10,200.00 -2.44 -40.00 2.44
24,960.00 11,420.00 1,225.00 10,260.00 10.42 160.00 10.42
25,080.00 11,580.00 1,205.00 10,180.00 -1.61 20.00 1.61
25,000.00 11,360.00 1,200.00 10,060.00 12.27 300.00 12.27
25,040.00 11,740.00 1,210.00 10,060.00 -9.68 -400.00 9.68
25,060.00 11,480.00 1,195.00 9,970.00 14.11 900.00 14.11
25,700.00 11,420.00 1,200.00 9,960.00 1.69 -120.00 1.69
25,840.00 11,360.00 1,205.00 9,980.00 -1.50 -440.00 1.5
25,460.00 11,340.00 1,210.00 9,970.00 5.79 -140.00 5.79
25,380.00 11,580.00 1,210.00 9,980.00 -3.62 -120.00 3.62
25,200.00 11,760.00 1,175.00 9,900.00 -2.19 220.00 2.19
25,300.00 11,720.00 1,185.00 9,850.00 -9.75 -260.00 9.75
25,300.00 11,760.00 1,180.00 9,820.00 11.00 240.00 11
25,300.00 11,740.00 1,190.00 9,840.00 -2.25 -260.00 2.25
25,140.00 11,700.00 1,190.00 9,910.00 14.59 540.00 14.59
25,480.00 11,840.00 1,205.00 9,980.00 -1.97 -280.00 1.97
25,220.00 11,860.00 1,215.00 9,980.00 -5.79 -60.00 5.79
25,400.00 11,900.00 1,215.00 9,930.00 8.93 520.00 8.93
25,500.00 11,880.00 1,220.00 9,960.00 18.22 220.00 18.22
25,700.00 11,900.00 1,235.00 10,080.00 4.84 -20.00 4.84
25,700.00 11,980.00 1,230.00 10,140.00 -3.80 0.00 3.8
25,700.00 11,980.00 1,215.00 10,180.00 -1.58 440.00 1.58
26,000.00 11,820.00 1,205.00 10,140.00 2.64 100.00 2.64
25,980.00 11,980.00 1,205.00 10,120.00 -5.50 -200.00 5.5
25,860.00 11,780.00 1,220.00 10,100.00 -0.02 -260.00 0.02
25,880.00 11,800.00 1,210.00 10,120.00 -8.57 -220.00 8.57
25,640.00 11,820.00 1,215.00 10,060.00 0.43 20.00 0.43
25,620.00 11,700.00 1,205.00 10,080.00 -0.94 120.00 0.94
25,420.00 11,700.00 1,210.00 10,160.00 -0.94 -180.00 0.94
25,460.00 11,900.00 1,200.00 10,140.00 -5.25 0.00 5.25
25,460.00 11,700.00 1,185.00 10,140.00 1.08 0.00 1.08
25,500.00 11,680.00 1,200.00 10,140.00 11.48 80.00 11.48
25,540.00 11,840.00 1,210.00 10,200.00 -1.67 40.00 1.67
25,500.00 11,720.00 1,210.00 10,260.00 6.14 380.00 6.14
25,700.00 11,900.00 1,215.00 10,400.00 1.21 -380.00 1.21
25,520.00 11,960.00 1,215.00 10,520.00 -7.69 -160.00 7.69
25,500.00 11,800.00 1,220.00 10,500.00 -7.43 -60.00 7.43
25,480.00 11,660.00 1,195.00 10,560.00 0.36 20.00 0.36
25,300.00 11,680.00 1,200.00 10,480.00 8.96 260.00 8.96
25,540.00 11,780.00 1,215.00 10,540.00 3.00 -40.00 3
25,560.00 11,880.00 1,220.00 10,640.00 -1.87 0.00 1.87
25,540.00 11,920.00 1,215.00 10,760.00 -7.27 -320.00 7.27
25,300.00 11,880.00 1,220.00 10,620.00 -10.38 -200.00 10.38
25,120.00 11,860.00 1,205.00 10,520.00 -4.30 -60.00 4.3
25,120.00 11,700.00 1,210.00 10,600.00 1.43 20.00 1.43
25,220.00 11,700.00 1,205.00 10,560.00 3.96 60.00 3.96
25,220.00 11,780.00 1,200.00 10,740.00 -30.39 -460.00 30.39
24,720.00 11,700.00 1,145.00 10,600.00 13.91 460.00 13.91
24,920.00 11,760.00 1,145.00 10,700.00 9.58 340.00 9.58
25,300.00 11,780.00 1,165.00 10,800.00 -2.63 -300.00 2.63
25,060.00 11,800.00 1,170.00 10,840.00 -0.84 60.00 0.84
25,040.00 11,760.00 1,160.00 10,760.00 -4.47 -200.00 4.47
25,020.00 11,740.00 1,150.00 10,780.00 -5.32 200.00 5.32
25,100.00 11,700.00 1,150.00 10,800.00 10.45 420.00 10.45
25,460.00 11,860.00 1,155.00 10,980.00 -8.08 -580.00 8.08
24,940.00 11,820.00 1,140.00 11,260.00 0.88 440.00 0.88
25,300.00 11,780.00 1,155.00 11,220.00 -8.14 -380.00 8.14
25,000.00 11,700.00 1,135.00 11,200.00 2.32 220.00 2.32
25,300.00 11,800.00 1,135.00 11,440.00 -1.82 -120.00 1.82
25,040.00 11,800.00 1,125.00 11,380.00 2.77 180.00 2.77
25,200.00 11,680.00 1,140.00 11,320.00 4.44 60.00 4.44
25,300.00 11,880.00 1,140.00 11,340.00 -1.21 -100.00 1.21
25,280.00 11,840.00 1,120.00 11,340.00 -8.27 60.00 8.27
25,240.00 11,800.00 1,130.00 11,420.00 5.81 -200.00 5.81
25,120.00 11,920.00 1,130.00 11,340.00 5.32 200.00 5.32
25,280.00 11,820.00 1,130.00 11,360.00 6.75 280.00 6.75
25,420.00 11,900.00 1,145.00 11,400.00 -24.44 -780.00 24.44
24,800.00 11,660.00 1,125.00 11,240.00 11.98 260.00 11.98
25,100.00 11,780.00 1,135.00 11,340.00 12.25 300.00 12.25
25,300.00 11,840.00 1,150.00 11,380.00 -4.92 -100.00 4.92
25,380.00 11,900.00 1,150.00 11,480.00 6.68 320.00 6.68
25,580.00 11,860.00 1,150.00 11,680.00 7.19 620.00 7.19
25,920.00 11,880.00 1,165.00 11,580.00 8.03 0.00 8.03
25,920.00 11,960.00 1,155.00 11,660.00 -3.66 -40.00 3.66
25,900.00 11,820.00 1,160.00 11,560.00 0.48 320.00 0.48
26,300.00 11,920.00 1,155.00 11,540.00 7.60 360.00 7.6
26,400.00 11,920.00 1,155.00 11,560.00 1.00 -340.00 1
26,300.00 11,860.00 1,165.00 11,520.00 5.27 260.00 5.27
26,480.00 11,960.00 1,175.00 11,600.00 -4.27 -360.00 4.27
26,260.00 11,800.00 1,170.00 11,600.00 2.78 400.00 2.78
26,560.00 11,840.00 1,170.00 11,540.00 -0.27 -20.00 0.27
26,380.00 11,860.00 1,170.00 11,520.00 3.34 120.00 3.34
26,600.00 11,880.00 1,180.00 11,580.00 -1.41 -340.00 1.41
26,500.00 11,900.00 1,180.00 11,520.00 -1.07 -160.00 1.07
26,380.00 11,780.00 1,175.00 11,620.00 6.92 360.00 6.92
26,800.00 11,860.00 1,190.00 11,640.00 -1.47 -20.00 1.47
26,700.00 11,760.00 1,200.00 11,600.00 3.85 -320.00 3.85
26,780.00 11,840.00 1,210.00 11,700.00 -6.30 200.00 6.3
26,600.00 11,880.00 1,200.00 11,660.00 -0.23 -360.00 0.23
26,400.00 11,860.00 1,200.00 11,660.00 -8.31 -560.00 8.31
25,820.00 11,900.00 1,200.00 11,500.00 -0.10 220.00 0.1
26,020.00 11,960.00 1,180.00 11,420.00 -1.01 140.00 1.01
26,500.00 11,920.00 1,180.00 11,440.00 4.16 300.00 4.16
26,700.00 12,040.00 1,190.00 11,540.00 5.93 340.00 5.93
26,940.00 12,180.00 1,190.00 11,560.00 2.24 -40.00 2.24
27,080.00 12,060.00 1,175.00 11,640.00 -12.21 -460.00 12.21
26,660.00 11,900.00 1,160.00 11,640.00 9.09 220.00 9.09
27,040.00 11,900.00 1,165.00 11,660.00 1.63 560.00 1.63
27,040.00 12,040.00 1,170.00 11,700.00 -3.04 -120.00 3.04
27,080.00 11,900.00 1,165.00 11,680.00 6.50 400.00 6.5
27,300.00 11,900.00 1,160.00 11,560.00 8.29 100.00 8.29
27,380.00 11,960.00 1,175.00 11,640.00 18.27 540.00 18.27
27,700.00 12,120.00 1,185.00 11,860.00 3.94 480.00 3.94
28,000.00 12,120.00 1,180.00 11,860.00 7.71 460.00 7.71
28,520.00 12,200.00 1,180.00 12,180.00 7.00 320.00 7
28,700.00 12,260.00 1,200.00 12,280.00 21.72 140.00 21.72
28,700.00 12,380.00 1,215.00 12,400.00 14.53 200.00 14.53
28,900.00 12,580.00 1,225.00 12,680.00 -8.72 360.00 8.72
29,820.00 12,260.00 1,225.00 12,580.00 -11.53 -280.00 11.53
29,900.00 12,040.00 1,200.00 12,660.00 -8.43 -220.00 8.43
29,320.00 11,880.00 1,195.00 12,640.00 6.78 480.00 6.78
29,880.00 11,960.00 1,205.00 12,240.00 0.62 -100.00 0.62
29,980.00 11,860.00 1,200.00 12,620.00 7.33 160.00 7.33
30,080.00 12,100.00 1,215.00 13,000.00 2.05 60.00 2.05
30,100.00 12,100.00 1,220.00 13,320.00 -1.80 -260.00 1.8
29,980.00 12,100.00 1,220.00 13,480.00 4.54 120.00 4.54
30,040.00 12,120.00 1,205.00 13,940.00 -4.84 -220.00 4.84
29,860.00 12,140.00 1,215.00 13,820.00 -4.61 360.00 4.61
30,480.00 11,720.00 1,215.00 14,100.00 3.35 -20.00 3.35
30,460.00 12,020.00 1,230.00 14,180.00 -1.02 -40.00 1.02
30,240.00 12,200.00 1,235.00 14,000.00 3.25 320.00 3.25
30,760.00 12,160.00 1,220.00 13,860.00 11.47 460.00 11.47
30,940.00 12,160.00 1,235.00 14,000.00 -5.16 -480.00 5.16
30,820.00 12,200.00 1,235.00 13,880.00 -1.11 280.00 1.11
30,680.00 12,160.00 1,230.00 13,860.00 0.19 -180.00 0.19
30,520.00 12,240.00 1,240.00 13,480.00 -3.54 200.00 3.54
30,780.00 12,160.00 1,230.00 13,300.00 3.52 340.00 3.52
30,800.00 12,160.00 1,235.00 13,500.00 6.30 360.00 6.3
31,180.00 12,100.00 1,245.00 13,640.00 -0.34 -100.00 0.34
30,900.00 12,100.00 1,240.00 13,760.00 8.38 800.00 8.38
31,980.00 11,860.00 1,220.00 13,520.00 -13.95 80.00 13.95
31,680.00 11,440.00 1,225.00 13,600.00 -14.12 -1,280.00 14.12
30,680.00 11,400.00 1,220.00 13,400.00 -1.13 -820.00 1.13
30,000.00 11,780.00 1,215.00 13,460.00 -0.45 -40.00 0.45
30,100.00 11,780.00 1,215.00 13,600.00
desves 5.5349464666 202.400018

media 6.25 241.54
520
380
40
280
140
220
300
20
40
60
220
240
0
80
180
60
20
40
160
300
60
320
120
300
280
60
220
60
140
0
400
60
220
0
200
60
140
540
360
100
100
80
280
80
80
460
160
620
100
20
440
260
160
80
480
200
260
1080
0
480
120
400
200
120
420
1060
220
160
300
160
20
180
420
260
380
140
240
180
200
160
140
60
0
220
100
40
100
60
600
80
0
540
160
300
860
380
280
40
80
0
320
380
380
100
260
240
260
360
320
280
220
40
40
160
20
300
400
900
120
440
140
120
220
260
240
260
540
280
60
520
220
20
0
440
100
200
260
220
20
120
180
0
0
80
40
380
380
160
60
20
260
40
0
320
200
60
20
60
460
460
340
300
60
200
200
420
580
440
380
220
120
180
60
100
60
200
200
280
780
260
300
100
320
620
0
40
320
360
340
260
360
400
20
120
340
160
360
20
320
200
360
560
220
140
300
340
40
460
220
560
120
400
100
540
480
460
320
140
200
360
280
220
480
100
160
60
260
120
220
360
20
40
320
460
480
280
180
200
340
360
100
800
80
1280
820
40
No Fecha 00 01 02 03 04 05
0 20160623 COLCAP PFBCOLOM GRUPOSURA ECOPETROL NUTRESA GRUPOARGOS
1 20160624 - 0.89 -1.98 .37 -.71 -1.27 -.11
2 20160627 - 1.16 -1.48 -1.52 -2.14 .32 -1.39
3 20160628 0.07 .16 .43 1.09 .08 -.76
4 20160629 0.63 1.10 .74 .72 .24 .88
5 20160630 0.13 -.55 .63 .00 .16 .54
6 20160701 - 0.02 .86 -.94 .72 .00 .00
7 20160705 - 0.73 -1.17 .37 -2.49 -1.04 .00
8 20160706 0.50 .08 1.10 .00 .64 .54
9 20160707 - 0.63 -.16 -1.19 -1.09 .00 .00
10 20160708 - 0.32 -.24 -1.00 -.37 -.64 -.11
11 20160711 0.70 .87 1.43 1.48 .16 .86
12 20160712 1.04 .94 1.41 1.46 1.61 .32
13 20160713 0.42 .00 1.24 .36 .16 .32
14 20160714 0.53 .31 .41 1.08 1.11 1.17
15 20160715 0.51 .70 .76 -.71 .63 2.20
16 20160718 - 0.04 -.23 .30 .71 -.23 -.10
17 20160719 - 0.09 -.08 .45 -1.42 -.78 .10
18 20160721 - 0.69 .15 -.35 -1.80 .71 -2.36
19 20160722 0.32 .62 .15 -.37 -.31 .53
20 20160725 - 0.71 -1.15 -.50 -1.84 -.31 -1.25
21 20160726 - 0.58 -.23 -2.27 .37 .16 .00
22 20160727 0.45 1.24 .67 -1.12 .08 .95
23 20160728 - 0.32 -.46 -.20 -2.26 -.23 -.31
24 20160729 - 0.70 1.15 -1.69 .39 -1.18 -2.73
25 20160801 - 0.17 -1.06 .78 -3.85 -.32 .65
26 20160802 - 0.20 .23 -.10 -3.60 .00 .32
27 20160803 0.10 .84 -1.50 2.49 .08 -.96
28 20160804 0.23 .23 .53 .40 .56 1.08
29 20160805 0.14 .53 .21 -.81 .00 -.53
30 20160808 0.37 .00 .31 2.44 -.16 1.08
31 20160809 0.73 1.51 .68 -1.59 .63 .53
32 20160810 - 0.12 .22 -.26 -1.21 .39 .00
33 20160811 0.42 .82 -.21 .41 .16 .53
34 20160812 - 0.32 .00 .05 -.81 .00 -.95
35 20160816 1.44 .74 .31 4.51 1.72 2.23
36 20160817 0.46 -.22 .62 3.53 -.46 .52
37 20160818 - 0.07 -.51 -.77 .76 .46 .83
38 20160819 0.13 1.99 .16 -.75 -.31 -.21
39 20160822 - 0.04 1.30 .21 -2.27 -.08 -1.23
40 20160823 0.70 .36 .41 3.10 .00 .83
41 20160824 0.81 .35 .57 -.38 .69 1.14
42 20160825 0.09 .28 -.97 .00 .08 .51
43 20160826 0.19 .99 .78 -.38 -.77 -.30
44 20160829 - 0.10 -.28 -.36 .00 .39 -1.12
45 20160830 0.14 .28 .82 .38 .62 .41
46 20160831 0.46 1.61 -1.38 -.38 -.15 1.13
47 20160901 - 0.06 .55 -.05 -1.89 .08 .41
48 20160902 1.09 2.12 .93 1.93 -.54 1.01
49 20160905 0.25 -.33 .05 1.89 .38 1.00
50 20160906 0.35 -.07 .92 -.37 -.15 .79
51 20160907 1.05 1.48 1.32 1.87 .00 .59
52 20160908 - 0.10 -.86 -.50 2.56 -.38 -.10
53 20160909 - 1.29 -.53 -1.61 -2.86 -2.31 -1.86
54 20160912 - 0.80 -.27 -.56 -1.84 -.16 -1.10
55 20160913 - 1.41 -1.62 -1.03 -2.62 -1.18 -1.91
56 20160914 0.44 -.68 .78 -1.92 .80 2.05
57 20160915 0.02 .90 .26 -.78 .32 -1.01
58 20160916 - 1.37 -3.69 -.05 -2.77 3.95 -2.44
59 20160919 0.00 .00 -.52 -.81 -1.90 -.21
60 20160920 - 0.98 -1.70 -1.04 -1.23 -.16 -.42
61 20160921 - 0.01 -.43 -.52 2.49 -.70 .10
62 20160922 1.25 1.45 2.11 .81 .47 2.09
63 20160923 - 0.47 -.71 -.77 -2.41 .00 -.72
64 20160926 - 0.36 -.43 .52 -.82 -.78 .83
65 20160927 - 0.95 -1.52 -.83 -2.90 -.78 -2.36
66 20160928 1.58 3.89 .10 5.13 1.34 -.10
67 20160929 - 0.74 -.78 -.68 1.22 -.70 .53
68 20160930 - 0.46 -.57 -1.42 .40 -.47 -2.72
69 20161003 - 0.62 -1.07 .05 1.20 .32 -.97
70 20161004 0.34 .58 1.01 .79 .31 -.87
71 20161005 0.47 .07 1.00 2.75 .86 1.86
72 20161006 0.16 -.65 -.26 1.15 -.54 .97
73 20161007 0.35 1.52 -.73 -.75 -.86 .96
74 20161010 0.16 -.93 .95 1.90 .16 1.05
75 20161011 0.57 1.37 .31 -1.12 .39 1.15
76 20161012 - 0.25 -.50 .52 -.75 -1.41 -.52
77 20161013 - 0.02 .86 -.41 .76 1.35 -.83
78 20161014 - 0.62 -.64 -1.19 -.75 -.47 -2.51
79 20161018 0.72 .71 .53 2.28 -.24 1.82
80 20161019 0.61 .57 .05 1.86 .16 .42
81 20161020 - 0.21 .49 .00 -2.19 .00 -1.15
82 20161021 0.13 .21 .52 .37 -.79 .74
83 20161024 - 0.28 .00 -.31 -.37 .16 -1.05
84 20161025 - 0.16 -.77 -.63 -.75 .48 -.11
85 20161026 0.04 .35 -.37 .38 -.16 .00
86 20161027 0.16 -.14 .53 .37 .40 1.06
87 20161028 0.09 .35 .73 -1.87 -.63 1.05
88 20161031 0.34 -.21 .78 -.38 -.08 1.67
89 20161101 0.38 2.10 -.46 1.53 -.71 -.51
90 20161102 - 0.17 -.27 -.57 -1.50 .48 .00
91 20161103 - 0.91 .00 -.99 -.76 -1.99 -2.47
92 20161104 - 0.76 -1.86 -.53 .00 -.41 -.11
93 20161108 0.69 .56 .53 .77 -.08 1.06
94 20161109 - 0.02 -1.05 .37 1.15 -.65 .42
95 20161110 - 2.60 -3.03 -2.99 -3.40 -1.40 -2.40
96 20161111 - 1.55 -1.38 -2.81 -.78 -1.25 -2.78
97 20161115 - 0.15 -1.03 -1.28 1.97 -.42 .33
98 20161116 0.23 .15 .00 -1.54 .85 2.85
99 20161117 0.44 -.30 1.92 .39 .00 -.21
100 20161118 0.12 .00 .66 .00 .84 .32
101 20161121 0.42 -1.19 .82 2.73 -.83 1.06
102 20161122 - 0.43 -1.43 -.05 .00 -.08 .00
103 20161123 0.13 1.45 .71 -1.14 .00 -1.37
104 20161124 0.01 -.38 -.60 .00 .08 .85
105 20161125 - 1.01 -.98 -.71 -.77 -1.60 -2.96
106 20161128 - 0.44 -.92 -.22 -.39 -.51 .87
107 20161129 - 1.46 -1.00 -3.02 -3.50 -2.06 -1.62
108 20161130 1.18 1.40 .57 6.45 .18 -.99
109 20161201 0.88 1.23 1.13 .38 .70 1.55
110 20161202 0.71 1.06 1.11 -.38 1.30 .22
111 20161205 0.63 .83 .94 -.38 -.60 1.09
112 20161206 0.16 .15 -.71 .00 .69 .11
113 20161207 - 0.19 -.15 -1.92 -.76 .69 -1.72
114 20161209 0.79 .60 2.75 1.15 1.28 1.32
115 20161212 - 0.12 .07 -.98 1.89 1.26 -.43
116 20161213 0.93 1.11 1.93 .37 .91 2.50
117 20161214 - 0.72 -1.47 .00 -.74 .25 -.85
118 20161215 1.06 3.35 1.30 .75 .00 .00
119 20161216 0.13 -.43 -.21 2.22 .41 -1.28
120 20161219 - 0.11 -1.59 1.60 .36 .74 1.08
121 20161220 0.43 -.51 1.11 .00 1.05 -.11
122 20161221 - 0.27 -.44 -.47 -.36 -.08 .86
123 20161222 - 0.16 .82 -1.57 -1.81 .32 .53
124 20161223 - 0.73 -.96 -3.03 -1.48 -.08 .00
125 20161226 0.83 .89 1.75 1.50 .00 1.06
126 20161227 - 0.17 -.96 .97 .74 -.16 -1.57
127 20161228 1.09 2.01 1.60 1.10 -.08 3.72
128 20161229 - 0.15 -1.02 .26 .00 .00 -1.13
129 20170102 - 0.43 -.22 -.58 -1.45 .00 -1.45
130 20170103 0.66 1.92 .05 1.47 -.24 .63
131 20170104 1.34 .80 2.11 1.45 .56 3.03
132 20170105 0.35 -.07 -.52 1.07 .32 -.10
133 20170106 - 0.28 .00 -.26 -1.41 -.40 .30
134 20170110 - 0.11 1.58 -.78 -.36 -.40 -.30
135 20170111 0.19 .35 .26 1.44 .00 -.81
136 20170112 - 0.40 -.70 -.26 -.71 -.40 -.10
137 20170113 - 0.00 -.92 .73 .36 -.57 .51
138 20170116 - 0.63 -.79 -1.61 -.36 -.81 -1.43
139 20170117 0.03 .07 .48 .00 -.25 .72
140 20170118 - 0.07 .43 .89 -.71 -.57 .21
141 20170119 - 0.07 -.65 .31 .36 .17 -.31
142 20170120 - 0.39 .00 -.62 -.72 -1.07 .21
143 20170123 0.08 .00 .37 1.08 .75 -.62
144 20170124 0.85 .29 1.15 .00 .08 2.17
145 20170125 - 0.12 .14 .10 -1.07 .83 -.91
146 20170126 0.45 1.37 -.15 .36 -.57 .41
147 20170127 0.09 -1.35 .72 .00 1.40 -.41
148 20170130 - 0.56 -.58 .51 -1.44 -1.06 -.92
149 20170131 - 0.54 -.22 -.76 .36 -1.15 -.31
150 20170201 0.03 .07 .15 1.45 -.67 .72
151 20170202 0.66 .94 1.02 -.36 .84 1.54
152 20170203 0.22 -.14 .05 -.36 1.16 .51
153 20170206 - 0.14 .00 -.10 -.72 -1.56 .20
154 20170207 - 0.53 -1.15 -.35 -1.45 -.83 -.20
155 20170208 - 0.76 -.73 -1.27 .00 -.34 -2.01
156 20170209 - 0.32 -.22 -1.39 .00 1.18 -1.33
157 20170210 0.11 .07 .00 1.85 .00 -.10
158 20170213 0.29 .22 .58 -.36 .17 1.98
159 20170214 - 2.25 -1.68 -2.13 -.73 -1.00 -1.63
160 20170215 1.05 1.71 .90 .00 .59 .83
161 20170216 0.72 1.25 1.16 -.37 .42 1.13
162 20170217 - 0.20 -1.09 .78 -.74 .00 .20
163 20170220 - 0.06 .22 -.62 .37 1.00 -.20
164 20170221 - 0.33 -.73 -1.04 -.74 .00 .51
165 20170222 - 0.40 .74 -1.05 -2.60 -.33 -.91
166 20170223 0.79 1.53 -.53 1.91 -.17 1.12
167 20170224 - 0.60 -2.08 -.75 -1.12 -1.57 .30
168 20170227 0.07 1.62 -.91 1.14 -.34 .10
169 20170228 - 0.61 -1.37 -.81 -1.12 -.42 -.60
170 20170301 0.17 .81 .55 -.76 -.59 .61
171 20170302 - 0.14 -.44 .38 .38 -1.11 -.40
172 20170303 0.21 .66 -.27 .38 -.34 .30
173 20170306 0.33 .22 1.41 .00 2.51 -.10
174 20170307 - 0.09 -.36 -.16 .76 .68 .40
175 20170308 - 0.62 .22 -.64 -2.63 .42 -.80
176 20170309 0.44 -.72 1.19 1.16 -.17 .71
177 20170310 0.40 .73 1.12 .38 .75 .00
178 20170313 0.51 1.01 1.06 .00 -1.33 .30
179 20170314 - 1.82 -2.80 -1.31 -1.90 -1.68 -1.60
180 20170315 0.91 .96 1.22 1.94 -.51 .51
181 20170316 0.92 1.10 .63 .38 2.75 2.03
182 20170317 - 0.37 -.36 -1.30 -1.52 .42 -.70
183 20170321 0.50 1.16 1.32 1.92 -.83 -.50
184 20170322 0.53 2.22 .94 -.38 -.76 .30
185 20170323 0.59 .00 1.08 .00 1.52 1.00
186 20170324 - 0.27 -.14 -.61 -.38 .33 -.79
187 20170327 0.04 1.12 -.36 -.76 -.33 -.10
188 20170328 0.56 1.25 .51 1.53 .08 -.10
189 20170329 0.07 -1.17 .26 1.13 .67 .90
190 20170330 0.39 .90 -.26 .00 .91 .60
191 20170331 - 0.31 -1.24 -.05 .75 .00 -.10
192 20170403 0.20 1.39 -.46 .00 -.08 .10
193 20170404 - 0.02 -.07 .26 .37 .00 -.20
194 20170405 0.24 .41 -.21 -.37 -.25 1.29
195 20170406 - 0.10 -1.16 .21 .37 .00 -.29
196 20170407 - 0.08 -.55 .72 .74 -.74 -.10
197 20170410 0.51 1.25 .56 1.47 .00 -.20
198 20170411 - 0.11 -.07 -.96 .36 .75 -.39
199 20170412 0.28 -1.10 .61 .72 .33 .79
200 20170417 - 0.46 .70 -1.63 -2.14 -.08 -.39
201 20170418 - 0.02 -1.24 1.24 .36 .16 .20
202 20170419 - 0.61 -1.96 -.26 .00 .00 .10
203 20170420 - 0.01 .79 -.51 .36 .08 -.10
204 20170421 - 0.07 .50 .00 -1.09 -.25 .00
205 20170424 0.31 1.06 .05 -.37 -.82 -.69
206 20170425 0.43 1.19 -.05 .37 .25 1.58
207 20170426 0.16 -.14 .46 1.10 -.17 -.39
208 20170427 - 0.89 -1.59 -1.64 -2.90 .41 -.98
209 20170428 0.67 .77 1.20 1.49 .58 .49
210 20170502 0.12 1.95 -.67 -1.84 .08 -.49
211 20170503 - 0.22 -.41 -.57 1.50 -.08 -.49
212 20170504 0.47 1.37 1.35 -.74 -.08 -.10
213 20170505 0.60 .34 .15 1.49 .82 1.59
214 20170508 1.32 1.82 .77 1.47 1.71 1.46
215 20170509 0.28 1.59 -.10 -.36 .48 -.19
216 20170510 0.55 1.50 .10 .00 .80 -.29
217 20170511 0.49 1.03 .51 -.36 .00 .48
218 20170512 1.53 .45 1.27 5.09 1.82 1.92
219 20170515 1.01 .63 .50 2.42 .54 .28
220 20170516 - 0.60 1.13 -1.00 -2.03 .00 -1.32
221 20170517 - 0.80 -.87 .15 -2.76 -.69 -.86
222 20170518 - 0.59 -.69 -.30 .00 .23 -1.25
223 20170519 0.47 1.52 -2.87 1.77 1.08 .97
224 20170522 0.04 -.31 1.04 -.70 -1.15 -.39
225 20170523 0.51 .50 .51 -.35 -.16 1.65
226 20170524 0.14 .19 -.05 -1.06 .00 .57
227 20170525 - 0.12 -.81 .05 -1.07 .08 .47
228 20170526 0.31 .37 .46 .36 .54 .85
229 20170530 - 0.33 -.68 .00 -1.43 -.15 -.75
230 20170531 - 0.32 1.13 -1.98 -2.91 -.15 -1.41
231 20170601 0.23 -.06 .98 .75 .15 .29
232 20170602 - 0.07 -.12 -.51 -.74 .00 .95
233 20170605 0.23 .99 .05 3.00 .00 .00
234 20170606 0.79 1.41 .52 1.82 .46 -.75
235 20170607 - 0.35 -1.46 -.26 -2.14 .62 1.62
236 20170608 - 0.08 .86 -.46 -1.46 .38 -1.59
237 20170609 0.01 -.55 .46 1.48 .00 .95
238 20170612 - 0.24 .61 -.26 -.73 -.30 -1.04
239 20170613 0.24 1.04 .26 .37 -.31 -.10
240 20170614 0.43 1.09 .26 -1.10 -.08 1.90
241 20170615 - 0.02 -.30 .46 -.74 .54 -.75
242 20170616 0.58 2.40 -.61 1.87 -.84 .75
243 20170620 - 0.95 .23 -.82 -2.93 .00 -2.15
244 20170621 - 0.97 -3.73 .41 .00 -.77 .29
245 20170622 - 0.08 -2.48 .46 1.89 -.39 .95
246 20170623 - 0.03 -.12 -.41 -.74 .78 -1.60
Correlation Matrix 01 02 03 04 05
PFBCOLOM GRUPOSURA ECOPETROL NUTRESA GRUPOARGOS
01 PFBCOLOM 1.00 .25 .28 .17 .28
02 GRUPOSURA 1.00 .34 .28 .53
03 ECOPETROL 1.00 .22 .34
04 NUTRESA 1.00 .27
05 GRUPOARGOS 1.00
06 BCOLOMBIA
07 CEMARGOS
08 PFAVAL
09 ISA
06 07 08 09
BCOLOMBIA CEMARGOS PFAVAL ISA
-1.64 .17 .00 .00 0.03295333
-2.17 -2.17 -.85 -1.12
-.17 .00 -.43 -.11
1.96 .68 .86 .23
-.42 1.02 .85 1.48
.84 -.50 .00 -.22
-1.67 -1.35 -1.27 .00
.85 1.03 .43 .90
-1.26 -.17 .43 -2.00
.00 .17 -.43 -.23
.09 .34 .00 1.70
2.04 .17 .00 1.68
.00 -.34 .85 .77
.42 1.01 -.42 .33
.41 .00 .00 -.22
-.58 -.17 .43 -.54
-.25 .34 -.85 .66
.50 -2.34 .00 -.98
.33 .00 2.14 .99
-1.57 .68 -1.67 -.76
.59 -1.02 -.43 -.22
.58 -.51 .85 .33
.17 .52 .00 .22
.66 -1.37 -.85 -.66
-.41 1.04 .43 .44
.00 .52 .00 .33
.74 -1.20 .00 -.66
.00 .87 .85 .77
.49 .34 -.42 1.09
-.24 -.51 .00 .86
2.13 1.20 .85 .64
.40 -1.36 .42 -.11
.64 .86 .00 .85
-.48 -.51 .00 -.32
1.51 2.06 .42 2.65
-.63 -.67 2.50 -.31
-.55 -1.36 .41 -.21
1.83 .00 -2.02 -.41
.62 1.20 .83 .10
.62 .00 1.64 .83
.92 .00 .81 1.03
.00 .85 -1.20 .61
.76 .17 .40 .30
.15 -.17 .00 -.10
.45 -1.35 -1.21 -.61
.90 .68 2.04 .81
.37 .85 .40 -.40
2.23 .17 .80 -.10
-.22 -.17 .00 .51
-.44 .00 .00 .71
1.24 .84 1.19 2.31
-.94 .33 -.78 .20
-.44 -1.66 -.39 -4.11
-.37 -1.18 -1.19 -1.43
-1.84 -1.71 -.80 -.21
-.30 1.04 .40 2.59
.83 -.34 -.80 .10
-3.13 -.35 -2.83 1.82
.00 .00 1.25 -.99
-2.77 -.35 -.82 .60
.16 .70 -1.24 -1.10
1.19 1.04 3.36 1.11
-.39 -.17 .00 -.40
-.39 .34 .00 -1.40
-1.18 -.17 -.81 -1.62
3.43 -.51 2.87 2.37
-1.00 -.17 -.80 -2.52
1.56 -1.20 1.20 .72
-2.30 -.35 -2.38 -1.03
.39 .17 .41 .93
-.39 .87 .00 -.82
.00 .35 -.40 .62
1.57 .52 -.41 .72
-.77 -.17 .41 -.51
1.25 1.37 -.41 1.13
.46 -.17 -.41 -.10
.00 .68 -.82 -.20
.00 -.67 .41 .81
-.08 .85 2.06 .30
1.07 .00 .81 .00
.61 -.51 -.40 .00
.45 -.68 -.40 .10
-.37 -.34 -.40 -.40
.23 .34 -.40 .61
-.30 .68 -.81 .10
-.23 .17 -.41 .30
.00 .84 .41 .00
.00 -.34 1.64 -.10
2.26 -1.18 .00 .70
.00 .00 -.40 .99
.00 -1.02 -.40 .39
-2.07 -1.37 -.81 -.98
1.28 .52 -.41 .59
-1.56 .52 .41 .79
-3.25 -4.31 -1.64 -2.93
-.78 -.18 -2.50 -1.41
-.47 -.36 -.85 -.61
-.47 .36 .43 .82
.24 .00 .00 1.32
-.16 -.72 -.43 -.20
-.32 .91 .00 .20
-1.27 .18 .43 .00
.89 -.18 -.86 .40
.00 .90 .43 -.50
-.48 -1.43 -.43 .00
-1.21 .00 -.43 .10
-1.55 -1.99 .00 -.50
2.89 1.11 1.30 .00
-.08 1.83 .86 1.01
.40 .72 1.28 1.00
-.56 1.25 2.52 .59
.08 .88 -.41 .39
.40 -.35 .82 .59
.48 1.40 -1.63 -.78
-.32 -1.90 -.41 -1.18
.16 3.35 .83 .00
.08 -2.21 -1.24 -.89
2.55 -.52 .42 -.10
.54 -.53 .42 .20
-1.47 -.18 .41 -.10
-.31 2.12 .00 .10
-.71 1.55 -2.89 -.80
.40 -.34 .85 -.51
.00 .34 -.42 -.30
.00 -.17 .85 .20
-.63 -.34 .00 .71
1.35 1.20 1.26 .71
-1.02 .17 .83 .00
.71 .34 .00 -.50
.39 -.17 .41 .30
.78 .17 1.23 1.20
.00 .67 -.40 .60
.00 .00 -1.22 .39
1.17 -1.34 -.82 -.39
-.08 1.35 .00 -.20
-.46 -1.67 1.24 -.20
.08 .17 -.82 .20
-.93 .17 .41 -.59
-.08 -1.02 -.82 .20
-.78 .00 .41 .79
.16 1.71 -.83 -.20
.00 -1.68 -1.25 .00
.16 -.17 1.27 .00
.16 1.37 .83 .59
-.16 -1.01 .00 .59
.78 1.54 .41 1.36
-.70 .50 .00 1.15
-.08 -1.34 .41 -.19
-.08 -1.19 -2.05 .57
-.71 .17 .42 -.76
.95 .86 1.25 .57
.08 .85 .41 .95
-.08 .34 -.41 1.13
-.94 -.34 .41 -1.30
-.71 -.17 -1.23 -.94
.00 -1.35 .41 .76
.40 .00 -.41 -.38
.00 .68 -.41 1.70
-1.98 -.68 -4.58 -1.30
.81 .51 .00 .94
1.52 .17 1.75 .93
-.95 .17 .43 .37
-.08 -.34 -.85 -.74
-.08 -.17 -.86 .19
.32 -.34 .00 .19
1.43 1.37 .43 1.67
-2.04 -.34 -1.30 2.55
1.44 -.34 1.32 -.36
-1.19 -.68 -1.73 -.18
1.20 .85 .00 2.14
-1.03 .00 -.88 -.52
.64 -1.02 1.33 -.53
.40 1.71 .00 .18
-.08 -.34 -1.75 .00
-.16 -.34 .89 .71
-.48 1.02 .00 -.70
.64 -.84 .00 .18
.55 .68 1.33 .35
-2.44 -2.02 -1.75 -1.40
1.21 1.03 .89 .89
.80 .51 1.32 .35
.32 .51 .00 .88
.79 -.34 .00 1.74
1.33 .17 1.30 -.86
.00 .67 -.86 .69
-.08 -1.17 .43 -.86
1.54 .85 -.43 -.17
.38 .00 .00 .17
-.38 -.50 .87 -.35
.68 .84 .86 .69
-.83 -1.34 -.43 .00
1.14 .34 .00 -.52
-.68 .17 .00 -.17
.83 .17 .85 .52
-.38 .17 .00 -.52
-.45 -1.01 -.42 .87
1.59 .68 1.28 .17
-.37 -.84 .84 -.34
.30 .68 .83 .86
-.67 .34 -.83 -.34
-.75 -.17 .00 .00
-2.20 .34 .00 -1.37
.77 .50 -1.67 -.70
1.84 -.33 .00 .18
.75 1.01 .85 .87
.90 1.16 .00 .17
.52 -.99 -1.26 .69
-1.55 -1.33 -1.28 .00
1.43 .00 .43 .17
.00 1.18 .43 .34
.15 -1.16 -.43 -.17
.81 .00 -.43 -1.03
.29 .50 1.29 .69
1.17 1.34 .85 1.89
1.08 .00 -.42 .00
1.86 .66 .00 2.70
.63 .49 1.69 .82
.00 .98 1.25 .98
.70 1.62 .82 2.26
3.18 -2.54 .00 -.79
.27 -1.79 -2.04 .64
-1.94 -1.33 -.42 -.16
1.91 .67 .84 -3.16
.33 -.84 -.41 3.10
.33 2.02 1.25 3.01
.07 .00 .41 2.46
-.40 .00 .00 1.20
.20 .17 -1.23 3.41
-.60 .17 .83 -.86
2.08 -3.46 .00 2.03
-.07 2.56 1.23 .57
-.72 1.50 .41 -1.27
1.72 -.33 -1.21 -1.00
.59 .00 1.23 1.01
-.39 .33 .00 -.86
-.45 -.33 -.40 -.14
-.52 .66 .81 -2.74
.85 -.65 -.81 -1.34
.06 .00 .41 1.50
1.23 -.49 .81 1.04
-.90 .00 -.40 .88
3.50 -1.98 -1.61 -1.74
-.94 -3.54 .41 .59
-3.16 -.35 -.41 -1.47
-2.22 3.33 -.41 .45
.33 .00 .00 1.04
06 07 08 09
BCOLOMBIA CEMARGOS PFAVAL ISA
.84 .22 .41 .26
.20 .45 .34 .38
.31 .28 .26 .12
.17 .28 .16 .26
.22 .54 .37 .27
1.00 .15 .35 .26
1.00 .27 .30
1.00 .27
1.00
a. Calcule e interprete el coeficiente de correlacin entre la tasa de variacin diaria del precio de la accin y la
tasa de variacin diaria del ndice COLCAP. Escriba la interpretacin.
00 01
No Fecha COLCAP PFBCOLOM
1 20160623 1,329.58 26,200.00
2 20160624 1,317.71 25,680.00 -11.87 -520.00
3 20160627 1,302.39 25,300.00 -15.32 -380.00
4 20160628 1,303.28 25,340.00 0.89 40.00
5 20160629 1,311.52 25,620.00 8.24 280.00
6 20160630 1,313.18 25,480.00 1.66 -140.00
7 20160701 1,312.98 25,700.00 -0.20 220.00
8 20160705 1,303.46 25,400.00 -9.52 -300.00
9 20160706 1,310.00 25,420.00 6.54 20.00
10 20160707 1,301.76 25,380.00 -8.24 -40.00
11 20160708 1,297.64 25,320.00 -4.12 -60.00
12 20160711 1,306.76 25,540.00 9.12 220.00
13 20160712 1,320.30 25,780.00 13.54 240.00
14 20160713 1,325.79 25,780.00 5.49 0.00
15 20160714 1,332.85 25,860.00 7.06 80.00
16 20160715 1,339.60 26,040.00 6.75 180.00
17 20160718 1,339.00 25,980.00 -0.60 -60.00
18 20160719 1,337.80 25,960.00 -1.20 -20.00
19 20160721 1,328.61 26,000.00 -9.19 40.00
20 20160722 1,332.85 26,160.00 4.24 160.00
21 20160725 1,323.41 25,860.00 -9.44 -300.00
22 20160726 1,315.69 25,800.00 -7.72 -60.00
23 20160727 1,321.65 26,120.00 5.96 320.00
24 20160728 1,317.44 26,000.00 -4.21 -120.00
25 20160729 1,308.22 26,300.00 -9.22 300.00
26 20160801 1,306.02 26,020.00 -2.20 -280.00
27 20160802 1,303.35 26,080.00 -2.67 60.00
28 20160803 1,304.62 26,300.00 1.27 220.00
29 20160804 1,307.59 26,360.00 2.97 60.00
30 20160805 1,309.48 26,500.00 1.89 140.00
31 20160808 1,314.34 26,500.00 4.86 0.00
32 20160809 1,323.93 26,900.00 9.59 400.00
33 20160810 1,322.33 26,960.00 -1.60 60.00
34 20160811 1,327.89 27,180.00 5.56 220.00
35 20160812 1,323.66 27,180.00 -4.23 0.00
36 20160816 1,342.69 27,380.00 19.03 200.00
37 20160817 1,348.89 27,320.00 6.20 -60.00
38 20160818 1,348.01 27,180.00 -0.88 -140.00
39 20160819 1,349.79 27,720.00 1.78 540.00
40 20160822 1,349.21 28,080.00 -0.58 360.00
41 20160823 1,358.62 28,180.00 9.41 100.00
42 20160824 1,369.65 28,280.00 11.03 100.00
43 20160825 1,370.82 28,360.00 1.17 80.00
44 20160826 1,373.42 28,640.00 2.60 280.00
45 20160829 1,371.99 28,560.00 -1.43 -80.00
46 20160830 1,373.85 28,640.00 1.86 80.00
47 20160831 1,380.18 29,100.00 6.33 460.00
48 20160901 1,379.41 29,260.00 -0.77 160.00
49 20160902 1,394.38 29,880.00 14.97 620.00
50 20160905 1,397.92 29,780.00 3.54 -100.00
51 20160906 1,402.83 29,760.00 4.91 -20.00
52 20160907 1,417.57 30,200.00 14.74 440.00
53 20160908 1,416.16 29,940.00 -1.41 -260.00
54 20160909 1,397.90 29,780.00 -18.26 -160.00
55 20160912 1,386.73 29,700.00 -11.17 -80.00
56 20160913 1,367.18 29,220.00 -19.55 -480.00
57 20160914 1,373.22 29,020.00 6.04 -200.00
58 20160915 1,373.44 29,280.00 0.22 260.00
59 20160916 1,354.63 28,200.00 -18.81 -1,080.00
60 20160919 1,354.67 28,200.00 0.04 0.00
61 20160920 1,341.36 27,720.00 -13.31 -480.00
62 20160921 1,341.29 27,600.00 -0.07 -120.00
63 20160922 1,358.03 28,000.00 16.74 400.00
64 20160923 1,351.60 27,800.00 -6.43 -200.00
65 20160926 1,346.67 27,680.00 -4.93 -120.00
66 20160927 1,333.85 27,260.00 -12.82 -420.00
67 20160928 1,354.98 28,320.00 21.13 1,060.00
68 20160929 1,345.00 28,100.00 -9.98 -220.00
69 20160930 1,338.83 27,940.00 -6.17 -160.00
70 20161003 1,330.57 27,640.00 -8.26 -300.00
71 20161004 1,335.10 27,800.00 4.53 160.00
72 20161005 1,341.33 27,820.00 6.23 20.00
73 20161006 1,343.44 27,640.00 2.11 -180.00
74 20161007 1,348.20 28,060.00 4.76 420.00
75 20161010 1,350.33 27,800.00 2.13 -260.00
76 20161011 1,358.07 28,180.00 7.74 380.00
77 20161012 1,354.61 28,040.00 -3.46 -140.00
78 20161013 1,354.40 28,280.00 -0.21 240.00
79 20161014 1,346.07 28,100.00 -8.33 -180.00
80 20161018 1,355.72 28,300.00 9.65 200.00
81 20161019 1,364.02 28,460.00 8.30 160.00
82 20161020 1,361.15 28,600.00 -2.87 140.00
83 20161021 1,362.97 28,660.00 1.82 60.00
84 20161024 1,359.20 28,660.00 -3.77 0.00
85 20161025 1,356.98 28,440.00 -2.22 -220.00
86 20161026 1,357.49 28,540.00 0.51 100.00
87 20161027 1,359.70 28,500.00 2.21 -40.00
88 20161028 1,360.96 28,600.00 1.26 100.00
89 20161031 1,365.53 28,540.00 4.57 -60.00
90 20161101 1,370.75 29,140.00 5.22 600.00
91 20161102 1,368.45 29,060.00 -2.30 -80.00
92 20161103 1,356.01 29,060.00 -12.44 0.00
93 20161104 1,345.66 28,520.00 -10.35 -540.00
94 20161108 1,354.91 28,680.00 9.25 160.00
95 20161109 1,354.68 28,380.00 -0.23 -300.00
96 20161110 1,319.51 27,520.00 -35.17 -860.00
97 20161111 1,299.03 27,140.00 -20.48 -380.00
98 20161115 1,297.07 26,860.00 -1.96 -280.00
99 20161116 1,300.09 26,900.00 3.02 40.00
100 20161117 1,305.81 26,820.00 5.72 -80.00
101 20161118 1,307.44 26,820.00 1.63 0.00
102 20161121 1,312.87 26,500.00 5.43 -320.00
103 20161122 1,307.21 26,120.00 -5.66 -380.00
104 20161123 1,308.87 26,500.00 1.66 380.00
105 20161124 1,308.94 26,400.00 0.07 -100.00
106 20161125 1,295.67 26,140.00 -13.27 -260.00
107 20161128 1,289.97 25,900.00 -5.70 -240.00
108 20161129 1,271.11 25,640.00 -18.86 -260.00
109 20161130 1,286.07 26,000.00 14.96 360.00
110 20161201 1,297.33 26,320.00 11.26 320.00
111 20161202 1,306.56 26,600.00 9.23 280.00
112 20161205 1,314.74 26,820.00 8.18 220.00
113 20161206 1,316.82 26,860.00 2.08 40.00
114 20161207 1,314.38 26,820.00 -2.44 -40.00
115 20161209 1,324.80 26,980.00 10.42 160.00
116 20161212 1,323.19 27,000.00 -1.61 20.00
117 20161213 1,335.46 27,300.00 12.27 300.00
118 20161214 1,325.78 26,900.00 -9.68 -400.00
119 20161215 1,339.89 27,800.00 14.11 900.00
120 20161216 1,341.58 27,680.00 1.69 -120.00
121 20161219 1,340.08 27,240.00 -1.50 -440.00
122 20161220 1,345.87 27,100.00 5.79 -140.00
123 20161221 1,342.25 26,980.00 -3.62 -120.00
124 20161222 1,340.06 27,200.00 -2.19 220.00
125 20161223 1,330.31 26,940.00 -9.75 -260.00
126 20161226 1,341.31 27,180.00 11.00 240.00
127 20161227 1,339.06 26,920.00 -2.25 -260.00
128 20161228 1,353.65 27,460.00 14.59 540.00
129 20161229 1,351.68 27,180.00 -1.97 -280.00
130 20170102 1,345.89 27,120.00 -5.79 -60.00
131 20170103 1,354.82 27,640.00 8.93 520.00
132 20170104 1,373.04 27,860.00 18.22 220.00
133 20170105 1,377.88 27,840.00 4.84 -20.00
134 20170106 1,374.08 27,840.00 -3.80 0.00
135 20170110 1,372.50 28,280.00 -1.58 440.00
136 20170111 1,375.14 28,380.00 2.64 100.00
137 20170112 1,369.64 28,180.00 -5.50 -200.00
138 20170113 1,369.62 27,920.00 -0.02 -260.00
139 20170116 1,361.05 27,700.00 -8.57 -220.00
140 20170117 1,361.48 27,720.00 0.43 20.00
141 20170118 1,360.54 27,840.00 -0.94 120.00
142 20170119 1,359.60 27,660.00 -0.94 -180.00
143 20170120 1,354.35 27,660.00 -5.25 0.00
144 20170123 1,355.43 27,660.00 1.08 0.00
145 20170124 1,366.91 27,740.00 11.48 80.00
146 20170125 1,365.24 27,780.00 -1.67 40.00
147 20170126 1,371.38 28,160.00 6.14 380.00
148 20170127 1,372.59 27,780.00 1.21 -380.00
149 20170130 1,364.90 27,620.00 -7.69 -160.00
150 20170131 1,357.47 27,560.00 -7.43 -60.00
151 20170201 1,357.83 27,580.00 0.36 20.00
152 20170202 1,366.79 27,840.00 8.96 260.00
153 20170203 1,369.79 27,800.00 3.00 -40.00
154 20170206 1,367.92 27,800.00 -1.87 0.00
155 20170207 1,360.65 27,480.00 -7.27 -320.00
156 20170208 1,350.27 27,280.00 -10.38 -200.00
157 20170209 1,345.97 27,220.00 -4.30 -60.00
158 20170210 1,347.40 27,240.00 1.43 20.00
159 20170213 1,351.36 27,300.00 3.96 60.00
160 20170214 1,320.97 26,840.00 -30.39 -460.00
161 20170215 1,334.88 27,300.00 13.91 460.00
162 20170216 1,344.46 27,640.00 9.58 340.00
163 20170217 1,341.83 27,340.00 -2.63 -300.00
164 20170220 1,340.99 27,400.00 -0.84 60.00
165 20170221 1,336.52 27,200.00 -4.47 -200.00
166 20170222 1,331.20 27,400.00 -5.32 200.00
167 20170223 1,341.65 27,820.00 10.45 420.00
168 20170224 1,333.57 27,240.00 -8.08 -580.00
169 20170227 1,334.45 27,680.00 0.88 440.00
170 20170228 1,326.31 27,300.00 -8.14 -380.00
171 20170301 1,328.63 27,520.00 2.32 220.00
172 20170302 1,326.81 27,400.00 -1.82 -120.00
173 20170303 1,329.58 27,580.00 2.77 180.00
174 20170306 1,334.02 27,640.00 4.44 60.00
175 20170307 1,332.81 27,540.00 -1.21 -100.00
176 20170308 1,324.54 27,600.00 -8.27 60.00
177 20170309 1,330.35 27,400.00 5.81 -200.00
178 20170310 1,335.67 27,600.00 5.32 200.00
179 20170313 1,342.42 27,880.00 6.75 280.00
180 20170314 1,317.98 27,100.00 -24.44 -780.00
181 20170315 1,329.96 27,360.00 11.98 260.00
182 20170316 1,342.21 27,660.00 12.25 300.00
183 20170317 1,337.29 27,560.00 -4.92 -100.00
184 20170321 1,343.97 27,880.00 6.68 320.00
185 20170322 1,351.16 28,500.00 7.19 620.00
186 20170323 1,359.19 28,500.00 8.03 0.00
187 20170324 1,355.53 28,460.00 -3.66 -40.00
188 20170327 1,356.01 28,780.00 0.48 320.00
189 20170328 1,363.61 29,140.00 7.60 360.00
190 20170329 1,364.61 28,800.00 1.00 -340.00
191 20170330 1,369.88 29,060.00 5.27 260.00
192 20170331 1,365.61 28,700.00 -4.27 -360.00
193 20170403 1,368.39 29,100.00 2.78 400.00
194 20170404 1,368.12 29,080.00 -0.27 -20.00
195 20170405 1,371.46 29,200.00 3.34 120.00
196 20170406 1,370.05 28,860.00 -1.41 -340.00
197 20170407 1,368.98 28,700.00 -1.07 -160.00
198 20170410 1,375.90 29,060.00 6.92 360.00
199 20170411 1,374.43 29,040.00 -1.47 -20.00
200 20170412 1,378.28 28,720.00 3.85 -320.00
201 20170417 1,371.98 28,920.00 -6.30 200.00
202 20170418 1,371.75 28,560.00 -0.23 -360.00
203 20170419 1,363.44 28,000.00 -8.31 -560.00
204 20170420 1,363.34 28,220.00 -0.10 220.00
205 20170421 1,362.33 28,360.00 -1.01 140.00
206 20170424 1,366.49 28,660.00 4.16 300.00
207 20170425 1,372.42 29,000.00 5.93 340.00
208 20170426 1,374.66 28,960.00 2.24 -40.00
209 20170427 1,362.45 28,500.00 -12.21 -460.00
210 20170428 1,371.54 28,720.00 9.09 220.00
211 20170502 1,373.17 29,280.00 1.63 560.00
212 20170503 1,370.13 29,160.00 -3.04 -120.00
213 20170504 1,376.63 29,560.00 6.50 400.00
214 20170505 1,384.92 29,660.00 8.29 100.00
215 20170508 1,403.19 30,200.00 18.27 540.00
216 20170509 1,407.13 30,680.00 3.94 480.00
217 20170510 1,414.84 31,140.00 7.71 460.00
218 20170511 1,421.84 31,460.00 7.00 320.00
219 20170512 1,443.56 31,600.00 21.72 140.00
220 20170515 1,458.09 31,800.00 14.53 200.00
221 20170516 1,449.37 32,160.00 -8.72 360.00
222 20170517 1,437.84 31,880.00 -11.53 -280.00
223 20170518 1,429.41 31,660.00 -8.43 -220.00
224 20170519 1,436.19 32,140.00 6.78 480.00
225 20170522 1,436.81 32,040.00 0.62 -100.00
226 20170523 1,444.14 32,200.00 7.33 160.00
227 20170524 1,446.19 32,260.00 2.05 60.00
228 20170525 1,444.39 32,000.00 -1.80 -260.00
229 20170526 1,448.93 32,120.00 4.54 120.00
230 20170530 1,444.09 31,900.00 -4.84 -220.00
231 20170531 1,439.48 32,260.00 -4.61 360.00
232 20170601 1,442.83 32,240.00 3.35 -20.00
233 20170602 1,441.81 32,200.00 -1.02 -40.00
234 20170605 1,445.06 32,520.00 3.25 320.00
235 20170606 1,456.53 32,980.00 11.47 460.00
236 20170607 1,451.37 32,500.00 -5.16 -480.00
237 20170608 1,450.26 32,780.00 -1.11 280.00
238 20170609 1,450.45 32,600.00 0.19 -180.00
239 20170612 1,446.91 32,800.00 -3.54 200.00
240 20170613 1,450.43 33,140.00 3.52 340.00
241 20170614 1,456.73 33,500.00 6.30 360.00
242 20170615 1,456.39 33,400.00 -0.34 -100.00
243 20170616 1,464.77 34,200.00 8.38 800.00
244 20170620 1,450.82 34,280.00 -13.95 80.00
245 20170621 1,436.70 33,000.00 -14.12 -1,280.00
246 20170622 1,435.57 32,180.00 -1.13 -820.00
247 20170623 1,435.12 32,140.00 -0.45 -40.00
desves 40.9913131 1915.44992

media 1,358.14 28,257.89

3.02% 6.78%
de la accin y la
COLCAP PFBCOLOM RESPUESTA COEF.CORR 0.70495433

Tasa de variacion diaria % Tasa de variacion diaria % 0.70495433
-0.893% -1.985%
-1.163% -1.480%
0.068% 0.158%
0.632% 1.105%
0.127% -0.546%
-0.015% 0.863%
-0.725% -1.167%
0.502% 0.079%
-0.629% -0.157%
-0.316% -0.236%
0.703% 0.869%
1.036% 0.940%
0.416% 0.000%
0.533% 0.310%
0.506% 0.696%
-0.045% -0.230%
-0.090% -0.077%
-0.687% 0.154%
0.319% 0.615%
-0.708% -1.147%
-0.583% -0.232%
0.453% 1.240%
-0.319% -0.459%
-0.700% 1.154%
-0.168% -1.065%
-0.204% 0.231%
0.097% 0.844%
0.228% 0.228%
0.145% 0.531%
0.371% 0.000%
0.730% 1.509%
-0.121% 0.223%
0.420% 0.816%
-0.319% 0.000%
1.438% 0.736%
0.462% -0.219%
-0.065% -0.512%
0.132% 1.987%
-0.043% 1.299%
0.697% 0.356%
0.812% 0.355%
0.085% 0.283%
0.190% 0.987%
-0.104% -0.279%
0.136% 0.280%
0.461% 1.606%
-0.056% 0.550%
1.085% 2.119%
0.254% -0.335%
0.351% -0.067%
1.051% 1.478%
-0.099% -0.861%
-1.289% -0.534%
-0.799% -0.269%
-1.410% -1.616%
0.442% -0.684%
0.016% 0.896%
-1.370% -3.689%
0.003% 0.000%
-0.983% -1.702%
-0.005% -0.433%
1.248% 1.449%
-0.473% -0.714%
-0.365% -0.432%
-0.952% -1.517%
1.584% 3.888%
-0.737% -0.777%
-0.459% -0.569%
-0.617% -1.074%
0.340% 0.579%
0.467% 0.072%
0.157% -0.647%
0.354% 1.520%
0.158% -0.927%
0.573% 1.367%
-0.255% -0.497%
-0.016% 0.856%
-0.615% -0.636%
0.717% 0.712%
0.612% 0.565%
-0.210% 0.492%
0.134% 0.210%
-0.277% 0.000%
-0.163% -0.768%
0.038% 0.352%
0.163% -0.140%
0.093% 0.351%
0.336% -0.210%
0.382% 2.102%
-0.168% -0.275%
-0.909% 0.000%
-0.763% -1.858%
0.687% 0.561%
-0.017% -1.046%
-2.596% -3.030%
-1.552% -1.381%
-0.151% -1.032%
0.233% 0.149%
0.440% -0.297%
0.125% 0.000%
0.415% -1.193%
-0.431% -1.434%
0.127% 1.455%
0.005% -0.377%
-1.014% -0.985%
-0.440% -0.918%
-1.462% -1.004%
1.177% 1.404%
0.876% 1.231%
0.711% 1.064%
0.626% 0.827%
0.158% 0.149%
-0.185% -0.149%
0.793% 0.597%
-0.122% 0.074%
0.927% 1.111%
-0.725% -1.465%
1.064% 3.346%
0.126% -0.432%
-0.112% -1.590%
0.432% -0.514%
-0.269% -0.443%
-0.163% 0.815%
-0.728% -0.956%
0.827% 0.891%
-0.168% -0.957%
1.090% 2.006%
-0.146% -1.020%
-0.428% -0.221%
0.664% 1.917%
1.345% 0.796%
0.353% -0.072%
-0.276% 0.000%
-0.115% 1.580%
0.192% 0.354%
-0.400% -0.705%
-0.001% -0.923%
-0.626% -0.788%
0.032% 0.072%
-0.069% 0.433%
-0.069% -0.647%
-0.386% 0.000%
0.080% 0.000%
0.847% 0.289%
-0.122% 0.144%
0.450% 1.368%
0.088% -1.349%
-0.560% -0.576%
-0.544% -0.217%
0.027% 0.073%
0.660% 0.943%
0.219% -0.144%
-0.137% 0.000%
-0.531% -1.151%
-0.763% -0.728%
-0.318% -0.220%
0.106% 0.073%
0.294% 0.220%
-2.249% -1.685%
1.053% 1.714%
0.718% 1.245%
-0.196% -1.085%
-0.063% 0.219%
-0.333% -0.730%
-0.398% 0.735%
0.785% 1.533%
-0.602% -2.085%
0.066% 1.615%
-0.610% -1.373%
0.175% 0.806%
-0.137% -0.436%
0.209% 0.657%
0.334% 0.218%
-0.091% -0.362%
-0.620% 0.218%
0.439% -0.725%
0.400% 0.730%
0.505% 1.014%
-1.821% -2.798%
0.909% 0.959%
0.921% 1.096%
-0.367% -0.362%
0.500% 1.161%
0.535% 2.224%
0.594% 0.000%
-0.269% -0.140%
0.035% 1.124%
0.560% 1.251%
0.073% -1.167%
0.386% 0.903%
-0.312% -1.239%
0.204% 1.394%
-0.020% -0.069%
0.244% 0.413%
-0.103% -1.164%
-0.078% -0.554%
0.505% 1.254%
-0.107% -0.069%
0.280% -1.102%
-0.457% 0.696%
-0.017% -1.245%
-0.606% -1.961%
-0.007% 0.786%
-0.074% 0.496%
0.305% 1.058%
0.434% 1.186%
0.163% -0.138%
-0.888% -1.588%
0.667% 0.772%
0.119% 1.950%
-0.221% -0.410%
0.474% 1.372%
0.602% 0.338%
1.319% 1.821%
0.281% 1.589%
0.548% 1.499%
0.495% 1.028%
1.528% 0.445%
1.007% 0.633%
-0.598% 1.132%
-0.796% -0.871%
-0.586% -0.690%
0.474% 1.516%
0.043% -0.311%
0.510% 0.499%
0.142% 0.186%
-0.124% -0.806%
0.314% 0.375%
-0.334% -0.685%
-0.319% 1.129%
0.233% -0.062%
-0.071% -0.124%
0.225% 0.994%
0.794% 1.415%
-0.354% -1.455%
-0.076% 0.862%
0.013% -0.549%
-0.244% 0.613%
0.243% 1.037%
0.434% 1.086%
-0.023% -0.299%
0.575% 2.395%
-0.952% 0.234%
-0.973% -3.734%
-0.079% -2.485%
-0.031% -0.124%
el coeficiente de correlacion para el precio de
accion y el indice es de 0.7, como es positivo
y mayor a 0,5 se considera un coeficiente
fuerte. Esto significa que ambas estan
relacionadas, cuando sube una, sube la otra
y viceversa, cuando baja una, la otra baja
tambien.
b. Obtenga las estimaciones de los parmetros del modelo de regresin lineal simple.
Tasa Variacion Tasa Variacion

No Fecha COLCAP PFBCOLOM COLCAP PFBCOLOM regresion lineal p
1 20160623 1,329.58 26,200.00 -0.8927631282 -1.9847328244 40,000.00
2 20160624 1,317.71 25,680.00 -1.1626230354 -1.4797507788
3 20160627 1,302.39 25,300.00 0.0683359055 0.1581027668 35,000.00
4 20160628 1,303.28 25,340.00 0.6322509361 1.1049723757 f(x)==0.9134545136
R 44.6603820688x -
30,000.00
5 20160629 1,311.52 25,620.00 0.1265706966 -0.5464480874
6 20160630 1,313.18 25,480.00 -0.0152302045 0.863422292 25,000.00
7 20160701 1,312.98 25,700.00 -0.7250681655 -1.1673151751
20,000.00
8 20160705 1,303.46 25,400.00 0.5017415187 0.0787401575
9 20160706 1,310.00 25,420.00 -0.6290076336 -0.1573564123 15,000.00
10 20160707 1,301.76 25,380.00 -0.3164945919 -0.2364066194
11 20160708 1,297.64 25,320.00 0.7028143399 0.868878357 10,000.00
12 20160711 1,306.76 25,540.00 1.036150479 0.9397024276
5,000.00
13 20160712 1,320.30 25,780.00 0.4158145876 0
14 20160713 1,325.79 25,780.00 0.5325126905 0.310318076 .00
1,250.00 1,300.00 1,350
15 20160714 1,332.85 25,860.00 0.5064335822 0.6960556845
16 20160715 1,339.60 26,040.00 -0.0447894894 -0.2304147465
17 20160718 1,339.00 25,980.00 -0.0896191187 -0.0769822941
18 20160719 1,337.80 25,960.00 -0.6869487218 0.1540832049
Regre Lin tasa v
19 20160721 1,328.61 26,000.00 0.3191305199 0.6153846154
20 20160722 1,332.85 26,160.00 -0.7082567431 -1.1467889908
21 20160725 1,323.41 25,860.00 -0.5833415193 -0.2320185615
22 20160726 1,315.69 25,800.00 0.4529942464 1.2403100775
23 20160727 1,321.65 26,120.00 -0.3185412174 -0.4594180704
f(x)==0.4969663864
R 1.2528493397x + 0.04760
24 20160728 1,317.44 26,000.00 -0.699842118 1.1538461538
25 20160729 1,308.22 26,300.00 -0.1681674336 -1.0646387833
26 20160801 1,306.02 26,020.00 -0.2044379106 0.2305918524 -3 -2.5 -2 -1.5 -1
27 20160802 1,303.35 26,080.00 0.0974412092 0.8435582822
28 20160803 1,304.62 26,300.00 0.2276524965 0.2281368821
29 20160804 1,307.59 26,360.00 0.14454072 0.531107739
30 20160805 1,309.48 26,500.00 0.371139689 0
31 20160808 1,314.34 26,500.00 0.7296437756 1.5094339623
32 20160809 1,323.93 26,900.00 -0.1208523109 0.2230483271
33 20160810 1,322.33 26,960.00 0.4204699281 0.8160237389
34 20160811 1,327.89 27,180.00 -0.3185504823 0
35 20160812 1,323.66 27,180.00 1.4376803711 0.7358351729
36 20160816 1,342.69 27,380.00 0.461759602 -0.219138057
37 20160817 1,348.89 27,320.00 -0.065238826 -0.5124450952
38 20160818 1,348.01 27,180.00 0.1320464982 1.9867549669
39 20160819 1,349.79 27,720.00 -0.0429696471 1.2987012987
40 20160822 1,349.21 28,080.00 0.6974451716 0.3561253561
41 20160823 1,358.62 28,180.00 0.811853204 0.354861604
42 20160824 1,369.65 28,280.00 0.0854232833 0.2828854314
43 20160825 1,370.82 28,360.00 0.1896674983 0.9873060649
44 20160826 1,373.42 28,640.00 -0.1041196429 -0.2793296089
45 20160829 1,371.99 28,560.00 0.1355695012 0.2801120448
46 20160830 1,373.85 28,640.00 0.4607489901 1.6061452514
47 20160831 1,380.18 29,100.00 -0.0557898245 0.5498281787
48 20160901 1,379.41 29,260.00 1.0852465909 2.1189336979
49 20160902 1,394.38 29,880.00 0.2538762748 -0.3346720214
50 20160905 1,397.92 29,780.00 0.3512361222 -0.0671591672
51 20160906 1,402.83 29,760.00 1.0507331608 1.4784946237
52 20160907 1,417.57 30,200.00 -0.0994659876 -0.8609271523
53 20160908 1,416.16 29,940.00 -1.2894023274 -0.5344021376
54 20160909 1,397.90 29,780.00 -0.7990557264 -0.2686366689
55 20160912 1,386.73 29,700.00 -1.4097913797 -1.6161616162
56 20160913 1,367.18 29,220.00 0.4417852807 -0.6844626968
57 20160914 1,373.22 29,020.00 0.0160207396 0.8959338387
58 20160915 1,373.44 29,280.00 -1.3695538211 -3.6885245902
59 20160916 1,354.63 28,200.00 0.0029528358 0
60 20160919 1,354.67 28,200.00 -0.9825271099 -1.7021276596
61 20160920 1,341.36 27,720.00 -0.0052185841 -0.4329004329
62 20160921 1,341.29 27,600.00 1.2480522482 1.4492753623
63 20160922 1,358.03 28,000.00 -0.4734799673 -0.7142857143
64 20160923 1,351.60 27,800.00 -0.3647528855 -0.4316546763
65 20160926 1,346.67 27,680.00 -0.9519778416 -1.5173410405
66 20160927 1,333.85 27,260.00 1.5841361472 3.8884812913
67 20160928 1,354.98 28,320.00 -0.7365422368 -0.7768361582
68 20160929 1,345.00 28,100.00 -0.4587360595 -0.5693950178
69 20160930 1,338.83 27,940.00 -0.6169565964 -1.0737294202
70 20161003 1,330.57 27,640.00 0.3404555942 0.5788712012
71 20161004 1,335.10 27,800.00 0.466631713 0.071942446
72 20161005 1,341.33 27,820.00 0.1573065539 -0.6470165349
73 20161006 1,343.44 27,640.00 0.3543142976 1.519536903
74 20161007 1,348.20 28,060.00 0.157988429 -0.9265858874
75 20161010 1,350.33 27,800.00 0.5731932194 1.3669064748
76 20161011 1,358.07 28,180.00 -0.254773318 -0.4968062456
77 20161012 1,354.61 28,040.00 -0.015502617 0.8559201141
78 20161013 1,354.40 28,280.00 -0.6150324867 -0.6364922207
79 20161014 1,346.07 28,100.00 0.7169017956 0.7117437722
80 20161018 1,355.72 28,300.00 0.6122208126 0.5653710247
81 20161019 1,364.02 28,460.00 -0.210407472 0.4919184821
82 20161020 1,361.15 28,600.00 0.1337104654 0.2097902098
83 20161021 1,362.97 28,660.00 -0.2766018328 0
84 20161024 1,359.20 28,660.00 -0.1633313714 -0.7676203768
85 20161025 1,356.98 28,440.00 0.0375834574 0.3516174402
86 20161026 1,357.49 28,540.00 0.1628004626 -0.1401541696
87 20161027 1,359.70 28,500.00 0.0926675002 0.350877193
88 20161028 1,360.96 28,600.00 0.3357923818 -0.2097902098
89 20161031 1,365.53 28,540.00 0.3822691556 2.1023125438
90 20161101 1,370.75 29,140.00 -0.1677913551 -0.2745367193
91 20161102 1,368.45 29,060.00 -0.909057693 0
92 20161103 1,356.01 29,060.00 -0.7632687075 -1.8582243634
93 20161104 1,345.66 28,520.00 0.6873950329 0.5610098177
94 20161108 1,354.91 28,680.00 -0.0169752973 -1.0460251046
95 20161109 1,354.68 28,380.00 -2.5961850769 -3.0303030303
96 20161110 1,319.51 27,520.00 -1.5520913066 -1.3808139535
97 20161111 1,299.03 27,140.00 -0.1508818118 -1.0316875461
98 20161115 1,297.07 26,860.00 0.2328324609 0.1489203276
99 20161116 1,300.09 26,900.00 0.4399695406 -0.2973977695
100 20161117 1,305.81 26,820.00 0.1248267359 0
101 20161118 1,307.44 26,820.00 0.4153154256 -1.1931394482
102 20161121 1,312.87 26,500.00 -0.4311165614 -1.4339622642
103 20161122 1,307.21 26,120.00 0.1269880126 1.4548238897
104 20161123 1,308.87 26,500.00 0.0053481247 -0.3773584906
105 20161124 1,308.94 26,400.00 -1.0137974239 -0.9848484848
106 20161125 1,295.67 26,140.00 -0.4399268332 -0.9181331293
107 20161128 1,289.97 25,900.00 -1.462049505 -1.0038610039
108 20161129 1,271.11 25,640.00 1.1769241057 1.4040561622
109 20161130 1,286.07 26,000.00 0.8755355463 1.2307692308
110 20161201 1,297.33 26,320.00 0.7114612319 1.0638297872
111 20161202 1,306.56 26,600.00 0.626071516 0.8270676692
112 20161205 1,314.74 26,820.00 0.1582061853 0.149142431
113 20161206 1,316.82 26,860.00 -0.1852948771 -0.1489203276
114 20161207 1,314.38 26,820.00 0.7927692144 0.5965697241
115 20161209 1,324.80 26,980.00 -0.1215277778 0.0741289844
116 20161212 1,323.19 27,000.00 0.9273044687 1.1111111111
117 20161213 1,335.46 27,300.00 -0.724843874 -1.4652014652
118 20161214 1,325.78 26,900.00 1.0642791413 3.3457249071
119 20161215 1,339.89 27,800.00 0.1261297569 -0.4316546763
120 20161216 1,341.58 27,680.00 -0.1118084646 -1.5895953757
121 20161219 1,340.08 27,240.00 0.4320637574 -0.5139500734
122 20161220 1,345.87 27,100.00 -0.2689710002 -0.442804428
123 20161221 1,342.25 26,980.00 -0.163158875 0.8154188288
124 20161222 1,340.06 27,200.00 -0.7275793621 -0.9558823529
125 20161223 1,330.31 26,940.00 0.8268749389 0.8908685969
126 20161226 1,341.31 27,180.00 -0.1677464568 -0.9565857248
127 20161227 1,339.06 26,920.00 1.0895702956 2.0059435364
128 20161228 1,353.65 27,460.00 -0.1455324493 -1.0196649672
129 20161229 1,351.68 27,180.00 -0.4283558239 -0.2207505519
130 20170102 1,345.89 27,120.00 0.6635014749 1.9174041298
131 20170103 1,354.82 27,640.00 1.3448280952 0.7959479016
132 20170104 1,373.04 27,860.00 0.3525024763 -0.071787509
133 20170105 1,377.88 27,840.00 -0.2757859901 0
134 20170106 1,374.08 27,840.00 -0.114986027 1.5804597701
135 20170110 1,372.50 28,280.00 0.1923497268 0.3536067893
136 20170111 1,375.14 28,380.00 -0.3999592769 -0.704721635
137 20170112 1,369.64 28,180.00 -0.0014602377 -0.9226401703
138 20170113 1,369.62 27,920.00 -0.6257210029 -0.787965616
139 20170116 1,361.05 27,700.00 0.0315932552 0.0722021661
140 20170117 1,361.48 27,720.00 -0.0690425126 0.4329004329
141 20170118 1,360.54 27,840.00 -0.0690902142 -0.6465517241
142 20170119 1,359.60 27,660.00 -0.3861429832 0
143 20170120 1,354.35 27,660.00 0.0797430502 0
144 20170123 1,355.43 27,660.00 0.8469636942 0.2892263196
145 20170124 1,366.91 27,740.00 -0.1221733691 0.1441961067
146 20170125 1,365.24 27,780.00 0.449737775 1.3678905688
147 20170126 1,371.38 28,160.00 0.0882322916 -1.3494318182
148 20170127 1,372.59 27,780.00 -0.560254701 -0.5759539237
149 20170130 1,364.90 27,620.00 -0.5443622243 -0.2172338885
150 20170131 1,357.47 27,560.00 0.0265199231 0.0725689405
151 20170201 1,357.83 27,580.00 0.6598764205 0.9427121102
152 20170202 1,366.79 27,840.00 0.2194923873 -0.1436781609
153 20170203 1,369.79 27,800.00 -0.1365172764 0
154 20170206 1,367.92 27,800.00 -0.5314638283 -1.1510791367
155 20170207 1,360.65 27,480.00 -0.7628706868 -0.7278020378
156 20170208 1,350.27 27,280.00 -0.3184548276 -0.219941349
157 20170209 1,345.97 27,220.00 0.1062430812 0.0734753857
158 20170210 1,347.40 27,240.00 0.2938993617 0.2202643172
159 20170213 1,351.36 27,300.00 -2.2488456074 -1.684981685
160 20170214 1,320.97 26,840.00 1.053014073 1.7138599106
161 20170215 1,334.88 27,300.00 0.7176675057 1.2454212454
162 20170216 1,344.46 27,640.00 -0.1956175714 -1.0853835022
163 20170217 1,341.83 27,340.00 -0.0626010747 0.2194586686
164 20170220 1,340.99 27,400.00 -0.3333358191 -0.7299270073
165 20170221 1,336.52 27,200.00 -0.3980486637 0.7352941176
166 20170222 1,331.20 27,400.00 0.7850060096 1.5328467153
167 20170223 1,341.65 27,820.00 -0.6022435061 -2.0848310568
168 20170224 1,333.57 27,240.00 0.0659882871 1.6152716593
169 20170227 1,334.45 27,680.00 -0.6099891341 -1.3728323699
170 20170228 1,326.31 27,300.00 0.1749213985 0.8058608059
171 20170301 1,328.63 27,520.00 -0.1369832083 -0.4360465116
172 20170302 1,326.81 27,400.00 0.2087714141 0.6569343066
173 20170303 1,329.58 27,580.00 0.3339400412 0.2175489485
174 20170306 1,334.02 27,640.00 -0.0907032878 -0.3617945007
175 20170307 1,332.81 27,540.00 -0.6204935437 0.2178649237
176 20170308 1,324.54 27,600.00 0.4386428496 -0.7246376812
177 20170309 1,330.35 27,400.00 0.3998947645 0.7299270073
178 20170310 1,335.67 27,600.00 0.505364349 1.0144927536
179 20170313 1,342.42 27,880.00 -1.820592661 -2.7977044476
180 20170314 1,317.98 27,100.00 0.9089667522 0.9594095941
181 20170315 1,329.96 27,360.00 0.9210803332 1.0964912281
182 20170316 1,342.21 27,660.00 -0.3665596293 -0.3615328995
183 20170317 1,337.29 27,560.00 0.4995176813 1.1611030479
184 20170321 1,343.97 27,880.00 0.5349821797 2.2238163558
185 20170322 1,351.16 28,500.00 0.5943041535 0
186 20170323 1,359.19 28,500.00 -0.2692780259 -0.1403508772
187 20170324 1,355.53 28,460.00 0.0354105036 1.1243851019
188 20170327 1,356.01 28,780.00 0.5604678432 1.2508686588
189 20170328 1,363.61 29,140.00 0.0733347511 -1.166781057
190 20170329 1,364.61 28,800.00 0.3861909263 0.9027777778
191 20170330 1,369.88 29,060.00 -0.3117061348 -1.2388162423
192 20170331 1,365.61 28,700.00 0.2035720301 1.393728223
193 20170403 1,368.39 29,100.00 -0.019731217 -0.0687285223
194 20170404 1,368.12 29,080.00 0.2441306318 0.4126547455
195 20170405 1,371.46 29,200.00 -0.1028101439 -1.1643835616
196 20170406 1,370.05 28,860.00 -0.0780993394 -0.5544005544
197 20170407 1,368.98 28,700.00 0.5054858362 1.2543554007
198 20170410 1,375.90 29,060.00 -0.1068391598 -0.0688231246
199 20170411 1,374.43 29,040.00 0.2801161209 -1.1019283747
200 20170412 1,378.28 28,720.00 -0.4570914473 0.6963788301
201 20170417 1,371.98 28,920.00 -0.0167640928 -1.244813278
202 20170418 1,371.75 28,560.00 -0.6057955167 -1.9607843137
203 20170419 1,363.44 28,000.00 -0.0073343895 0.7857142857
204 20170420 1,363.34 28,220.00 -0.0740827673 0.4961020553
205 20170421 1,362.33 28,360.00 0.3053592008 1.0578279267
206 20170424 1,366.49 28,660.00 0.4339585361 1.1863224006
207 20170425 1,372.42 29,000.00 0.1632153422 -0.1379310345
208 20170426 1,374.66 28,960.00 -0.8882196325 -1.5883977901
209 20170427 1,362.45 28,500.00 0.667180447 0.7719298246
210 20170428 1,371.54 28,720.00 0.1188445106 1.9498607242
211 20170502 1,373.17 29,280.00 -0.2213855531 -0.4098360656
212 20170503 1,370.13 29,160.00 0.474407538 1.3717421125
213 20170504 1,376.63 29,560.00 0.6021952159 0.3382949932
214 20170505 1,384.92 29,660.00 1.3192097738 1.8206338503
215 20170508 1,403.19 30,200.00 0.2807887742 1.5894039735
216 20170509 1,407.13 30,680.00 0.5479237881 1.4993481095
217 20170510 1,414.84 31,140.00 0.4947555907 1.0276172126
218 20170511 1,421.84 31,460.00 1.527598042 0.4450095359
219 20170512 1,443.56 31,600.00 1.0065393887 0.6329113924
220 20170515 1,458.09 31,800.00 -0.5980426448 1.1320754717
221 20170516 1,449.37 32,160.00 -0.7955180527 -0.8706467662
222 20170517 1,437.84 31,880.00 -0.5862961108 -0.6900878294
223 20170518 1,429.41 31,660.00 0.4743215732 1.5161086545
224 20170519 1,436.19 32,140.00 0.0431697756 -0.3111387679
225 20170522 1,436.81 32,040.00 0.5101579193 0.4993757803
226 20170523 1,444.14 32,200.00 0.1419529962 0.1863354037
227 20170524 1,446.19 32,260.00 -0.1244649735 -0.8059516429
228 20170525 1,444.39 32,000.00 0.3143195397 0.375
229 20170526 1,448.93 32,120.00 -0.3340396016 -0.6849315068
230 20170530 1,444.09 31,900.00 -0.3192321808 1.1285266458
231 20170531 1,439.48 32,260.00 0.2327229277 -0.0619962802
232 20170601 1,442.83 32,240.00 -0.0706943992 -0.1240694789
233 20170602 1,441.81 32,200.00 0.2254111152 0.9937888199
234 20170605 1,445.06 32,520.00 0.7937386683 1.4145141451
235 20170606 1,456.53 32,980.00 -0.3542666474 -1.4554275318
236 20170607 1,451.37 32,500.00 -0.0764794642 0.8615384615
237 20170608 1,450.26 32,780.00 0.0131010991 -0.5491153142
238 20170609 1,450.45 32,600.00 -0.2440621876 0.6134969325
239 20170612 1,446.91 32,800.00 0.2432770525 1.0365853659
240 20170613 1,450.43 33,140.00 0.4343539502 1.0863005432
241 20170614 1,456.73 33,500.00 -0.0233399463 -0.2985074627
242 20170615 1,456.39 33,400.00 0.5753953268 2.3952095808
243 20170616 1,464.77 34,200.00 -0.9523679486 0.2339181287
244 20170620 1,450.82 34,280.00 -0.9732427179 -3.7339556593
245 20170621 1,436.70 33,000.00 -0.0786524675 -2.4848484848
246 20170622 1,435.57 32,180.00 -0.0313464338 -0.124300808
247 20170623 1,435.12 32,140.00 0 0
La regresion lineal para la
regresion lineal precio accion vs indice indice se puede representa
Y= 44,66X - 32397 ecuacion de la recta la cual
bajo la expresion Y= mx+b
de otra manera Y=b+mx d
f(x)==0.9134545136
R 44.6603820688x - 32397.143909252 el punto de intrcepto con e
es la pendiente y x es la va
independiente
50.00 1,300.00 1,350.00 1,400.00 1,450.00 1,500.00
Regre Lin tasa var precio accion vs tasa indice

5
4 Y=1,2528x+0,0476 iguamente para la tasa de varia
entre la accion y el indice nos a
3
pendiente positiva ya que hay
2
f(x)==0.4969663864
R 1.2528493397x + 0.0476067014 correlacion entre ellas, pendien
1 1,2528 y punto de intercepto co
2.5 -2 -1.5 -1 -0.5
0
0 0.5 1 1.5 2
de 0,0476
-1
-2
-3
-4
-5
gresion lineal para la accion y el
e se puede representar bajo
cion de la recta la cual esta dada
a expresion Y= mx+b o escrita
ra manera Y=b+mx donde b es
nto de intrcepto con el eje Y, m
pendiente y x es la variable
endiente
e para la tasa de variacion

ccion y el indice nos aroja una
positiva ya que hay
n entre ellas, pendiente de
punto de intercepto con el je Y
6
Y= 44,66X - 32397
m=44,66 La pendinte m o el valor de o alfa que es el punto de

b=32397 beta () que son lo mismo interseccion con el eje Y, tien un
arrojo un resultado de 44.66 lo valor de 32397 que pertenece al
que significa que la pendiente precio de la accion en se instante de
es positiva y va en aumento la grafica
permanece constante asi x sea cero.
punto de
el eje Y, tien un
ue pertenece al
on en se instante de
tante asi x sea cero.

.d. Calcule e interprete el coeficiente de determinacin del modelo construido.
COEF.DETERMIN R 49.70% Este valor de R o coeficiente de

COEF.CORREL 0.70495433 Determinacion se puede intrpretar como
el 49,7 porciento de la variacion en los
precios de la accion PFBCOLOM
dependen de la variacion del indice
COLCAP.
.e. Plantee y realice las pruebas de hiptesis para evaluar la significancia individual de la variable tasa de variacin del ndice C
H0 ; = 1350
para este valor de Zp = -3,20 el cual esta por de
h1 ; > 1350 zp= -3.206963
= 0.05
de la zona critica se dice que bajo este criterio se
= 1358 hipotesis nula H0 la cual dice que la media aritem
= 40.99 es igual a 1350 y se acepta la hipotesis alterna H
n= 270 que la media aritemtica es mayor de 1350, cosa
zona critica -1.64 ya que dicha media es 1358, se puede concluir q
la significancia es el apropiado para este caso.
able tasa de variacin del ndice COLCAP para explicar el comportamiento de la tasa de variacin diaria del precio de la accin. Escriba la
p = -3,20 el cual esta por debajo del valor

dice que bajo este criterio se rechaza la
cual dice que la media aritemtica del indice
acepta la hipotesis alterna H1 la cual dice
ica es mayor de 1350, cosa que es verdad
es 1358, se puede concluir que el valor de
apropiado para este caso.
del precio de la accin. Escriba la interpretacin de los resultados.

Preciones y Variaciones Editado Parte 1 y 2

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DIAGRAMA DE DISPERCION PFBCOLOM VS COLCAP

ANALISIS 1 La distribucion de la accion PFBCOL

ANALISIS 2 La distribucion del indice COLCAP e

La distribucion del indice COLCAP es asimetrica y tampoco es

desves 40.9913131 1915.44992

coef.de variacion o tasa de variabilidad

mos decir que ambas

PFBCOLOM INTERVALO frecuencia abs Frecu Acum

En el Percenti 5 la posicion en la Frecu Acum es 12.35

Pero como el 12.35 no esta se toma el siguiente

el indice de COLCAP tiene menor

La probabilidad que RA sea mayor o

INTERVALO DE CONFIANZA 95% PARA PFBCOLOM

La interpretacion que se realiza sobr

intervalo superior 266.79

distribucion normal este dato equivale 1,96 o Z /2

erpretacion que se realiza sobre el

INTERVALO DE CONFIANZA 95% PARA COLCAP

La interpretacion que se realiza sobre el

ormal este dato equivale 1,96 o Z /2

desves 40.99131 1915.44992

coef.de variacion o tasa de variabilidad

desves 5.5349464666 202.400018

desves 40.9913131 1915.44992

coef.de variacion o tasa de variabilidad

COLCAP PFBCOLOM RESPUESTA COEF.CORR 0.70495433

Tasa Variacion Tasa Variacion

50.00 1,300.00 1,350.00 1,400.00 1,450.00 1,500.00

Regre Lin tasa var precio accion vs tasa indice

e para la tasa de variacion

m=44,66 La pendinte m o el valor de o alfa que es el punto de

tante asi x sea cero.

COEF.DETERMIN R 49.70% Este valor de R o coeficiente de

p = -3,20 el cual esta por debajo del valor

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